It sounds like separate tickets. This is probably best handled by the Cathay forum, since it's entirely down to Cathay's policies. But the bit which is BA here - trying to link 2 tickets - can't be done on the BA side. You can have 2 tickets in the same PNR, but that needs to be done at the time of purchase, so purchased together. You can't just slide in a new ticket after purchase. Slight exception for travel agents, who can do something like this, but only if the tickets have not be issued at that point.