So, I have a question of duty of operating carrier vs marketing carrier. In October I had a booking ARN-MAD-LAX-SFO purchased through AY. All AY codeshares for maximal earnings at booking time, MAD-LAX on IB.

The LAX-SFO was operated by AS. After AY cancelled many HEL-LAX frequencies in October, apparently the codeshare code was cancelled (but the flight was still being operated), which meant that my LAX-SFO leg no longer valid and disappeared from the booking.

I, of course noticed this as I periodically check future bookings. I never got a peep from either AS or AY about the cancellation. Eventually I requested a rerouting ARN-MAD-LHR-LAX-SFO and got it. BA delivered me late to LAX, I had to take a later flight on DL and got compensated according to UK261 rules without issue.

After reading about the fact that this non-notification is a regular issue with AY I also claimed with AY for failing to notify me of a cancellation. They took about 3 weeks to respond and ended up replying that all compensation requests are to go to the operating carrier that cancelled the leg, i.e. AS. I get that the rule of thumb is that operating carrier is generally the one to file with and it makes sense, as the operating carrier is the one operating late flights and cancelling frequencies.

Does the marketing carrier truly not have a responsibility to communicate cancellations to passengers? I would feel a bit strange to apply for compensation from AS as I didn't fly AS as a part of this booking.

There's always CS v České aerolinie (C‑502/18) which states that for a two-leg itinerary I could file with last carrier who is covered by EU261/UK261, in this case BA. It would feel a bit strange to hold BA responsible for a cancellation that happened before they were a part of my ticket.