Certainly you should go back to the people who sold you the ticket as, even if they are on separate bookings, all the "One World" partners should honour the highest baggage allowance on the itinerary - so that's BA, QF and CX. If you had "F" class on BA, then that would have given you an allowance of 2 bags at up to 23 kgs each PLUS the golf bag and that allowance should have been honoured right through the "One World" network.
The only airline that would not have had to honour this would have been EK.
If your travel agent can't offer any advice on how to get your money back, perhaps someone who could help is Flying Lawyer. Look up his/her profile here and PM or email him/her if you don't get any satisfaction from your travel agent.