Hi Natbread , Thank you for the reply, I don't know how much this subject has been covered on the forums and maybe its worth its own thread since i have moved away from my original topic , But i have been chatting with CP Customer services about changing of the frequent flyer programs and she has instructed me to check in online 48 hours before the flight and then at the airport asked the staff to change the frequent flyer program to BA which in your comment you suggest . Here was the customer service reply
Regarding your booking, your Cathay membership number has now been added. This means you can proceed with online check-in for your outbound flight within 48 hours before departure and assign your seat online.

If you would like to change the Frequent Flyer Number to your British Airways membership number, please inform the airport staff, and they will assist you in updating it. In this case, your Cathay membership will be removed from the booking and replaced with your BA membership number.

Furthermore, once your BA membership number is added for the return flight, you will only be able to complete online check-in within 24 hours before departure.

So Basically it still can be done. But must be completed by the staff with the only downside , I wont be able to check in until 24 hours on the return , But with it been a night flight , It doesn't matter that much. My only issue, Most check in staff are agency staff and don't work for the airline, So will they be able to change the FFP ?