Re CMB: I've got an AA-issued e-ticket for an xONEx with CMB as the final destination. But perhaps Cathay will be "surprised" when I show up at their departure counter - on a previous occasion, Cathay had to re-issue AA-issued tickets to make them acceptable to their computer, but the circumstances were different.
Re losing tickets in Africa - a few months ago, someone here explained to me/us that getting lost paper tickets replaced wasn't the terrifying ordeal I'd postulated. That makes sense - they have your name written all over them, and typically will require a passport ID to use them, so they're probably pretty scratch paper to anyone else.