i did this with no issues on one PNR going sfo-lax-jfk (aa) - fra-blr (LH) - sin-pen-sin-lax (sq) - sna (ua)

i put my frequent flyer number in advance, so i could apply for the aa upgrades. i can't remember who issued the ticket. but i know it was all on one PNR that amex put together, and that was important so i could check my bag from sfo-blr which was my first stop. and when i went to check my bag at sfo, they required me to show them my full PNR that showed me going to BLR so they'd check the bag. i got my upgrade on aa, and i got all the rest of the miles credited to UA.