You won't get DL miles.

I'd say you won't get OK+ miles, either, at least not unless and until you do a retro-claim (I had the same issue with a UX ticket that included a codeshare op by A7; the miles for the Air Europa flight posted automatically but it's now been 6 weeks since I posted the BP for the subsequent A7 segment and I still haven't got the retroclaimed miles).
Since the OK+ retroclaim form asks you to declare that you haven't requested any other miles for said segment, I'd stay on the safe side and swap my DL number for the OK one at check-in.