I'll start off by saying I know little about Skyteam so don't know what sort of benefits you would get on AZ as a DL PM.

I hated AZ when I lived in Europe and avoided it whenever possible. Reliability was my major complaint.

I think LH is great so that's where I'd go. As for having to build status, you could ask for a status match with UA - also *A - so that you'd be at least Star Gold to start. You'd have *G benefits (lounge access, extra baggage allowance, priority check-in, etc.) right off the bat....then credit your miles to LH when you fly. (Or just credit them to UA, whatever.)

Mozzarella di bufala.....mmmmmmmm.