Artuero...FYI, United's own website has this Multi-Segment booking option as well, as mentioned in a few posts above.

Re your upgrades: You don't mention if your upgrades are confirmed or waitlisted and you also don't mention which type of upgrade media you are attempting to use. Knowing your elite status would be helpful as well. This will impact a correct answer to your question. But just to give one example if all of your flight were upgrade confirmable in advance:

If your upgrade media is a Confirmed One-Way type (like a Confirmed Region 1 or Systemwide), you should have no problem using one for the entire direction.

Additionally if you are waitlisted for the upgrade, having split segments actually improves your upgrade chances, as they will now clear individually one-by-one instead of only if both/all are available for upgrade.