If you can see the flight sectors are CONFIRMED and each sector has its own ticket number, and you have spoken to the airline and they have not noted any problem then you should not be worrying.

When you get to their airport you check in with the airline that is operating your first flight.

It's not clear from the above whether it's Qatar or JetBlue, I suspect the latter but it's ambiguous.

Be sure to ask the check-in agent to add your KTN. This shouldn't be an issue despite it being difficult online.

Enjoy your flights.