The Royal Jordanian site has recently changed.
BA FF numbers from Avios bookings are now recognised as an RJ reference and you don't get an option to change it. (It worked a month ago, but no longer).

You should be able to do it on Finnair though.
Are you sure you put the PNR in correctly?
I have never had Finnair fail to recognise a BA PNR whether it was Avios or cash.