Different magnetic phases have been identified in nanosized core/shell Prussian blue analogue (PBA) cubes, with a 250 nm Rb-Co-Fe phase (Rb0.48Co[Fe(CN)6]0.75[(H2O)6]0.25·0.34H2O) in the core coated by a 45 nm K-Ni-Cr phase (K0.36Ni[Cr(CN)6]0.74[(H2O)6]0.26·0.11H2O) on the shell. Three separate characteristic temperatures at 86, 69, and 67 K are associated with magnetic phases in the K-Ni-Cr shell. Two magnetic exchange paths are identified. One propagates along the three crystallographic axis directions. The other propagates along the  crystallographic direction for the associated Ni-Ni interactions, but not for Cr-Cr interactions. The severe Cr deficiency and the appearance of direct Ni-Ni exchange are used to understand the appearance of two separate transitions associated with magnetic ordering. A weak moment develops in the core at low temperature, corresponding to separate ordering of the Co-Fe PBA network.