They also can't tell you to go back to the issuing agent as you have already started your journey. Any reissuing is going to complicate matters with the TA anyway.. and you do not necessarily have to do it with CX. if your ticket is a paper ticket, then any OW agent should be able to handle rebooking and reissuing issues.
Why not BA? Especially since your onward from LHR is most likely on BA , yes?