Linking separate PNRs for LHR BA/AA connection 'paper ticket'

I am flying on 3 separate PNRs: BA EDI-LHR, AA LHR-ORD, AA ORD-GRR

I am specifically concerned about linking my BA flight to my AA flight since my AA LHR-ORD flight is a 'paper' ticket and thus I will be unable to check-in on-line. I don't want AA in London to cancel my flight because they think I am late when I am just connecting through Heathrow [2 hour connection flying BA coach / AA first class].

Has anyone ever linked PNRs successfully for this type of scenario?

Can I just call the AA plat number on the day of the flight and inform them I have checked in for my EDI-LHR flight?

Does anyone know the phone number for the Admirals Club at LHR?

Any other ideas on how to handle this?

At what point [time before flight] does AA start giving away my upgraded first class seats?

Thanks

p.s. Due to RTW rules it was impossible to ticket as one PNR...all connections are legal connection times.