If it was booked as a through itinerary, there will be no issue. AA and CX use different reservation systems, so there will be one PNR for CX and another for AA

2 tickets would always have 2 PNRS
1 through ticket over multiple airlines may well have multiple PNRs

If the agent has booked you a through ticket AA-CX , then are all the ticket numbers starting with the same code - e.g. the ticket number is 001-xxxxxxxx or 160-xxxxxxxx depending on whether issued by AA or CX

If all the ticket numbers involved have the same starting digits, can be fairly confident that it is a through booking

If the ticket number for the AA flight is 001-xxxxx and the CX flight is 160-xxxxx , I doubt that it is a through booking