Did you created a new coordinate system in assembly too?
I would rather take a different route. Create the required coordinate in part and then export the part as parasolid/step with the new coordinate system. Re-import that saved file and work on the part (after checking that solid is in correct position). Then make the assembly and export from assembly. Finally check in ANSYS.
Yes, I created the new coordinate system in the assembly too, but I will try the second option you say.
As soos as I try it, I will tell you if it works.