Once you have AOR, then your application is definitely on their system, so you CAN link to it.
What is happening is that you are having the usual problem with MyCIC / GC Key of
trying to link to it. It is a 'black art' and there are a few tips to linking. I think that is what the other reply is pointing you towards. A few ideas on how to link here (this worked for me after 22 earlier and failed attempts to link):
https://britishexpats.com/wiki/Spou...ew_Application_Forms#How_do_I_access_MyCIC.3F
Is it normal not to be able to link UNTIL AOR1? Yes (although others have managed a few days before AOR1).
Is it normal to have problem linking even after AOR1? Yes.