Hello Bugs Bunny and welcome to FT. I think the answer is no, I could be wrong and I have taken the VS/CO Codeshare flight many times but always credited miles to CO. Im not sure when your flight is, but sometime after Oct 24th CO will enter *A and will become a KF partner so It will not be an issue then.
You can always try it and see if it works , I believe VS will accept your KF number since you will be checking and flying VS. The only thing you might see is a CO flight number on your Boarding pass along with the VS flight number.