Take a look at the following forum:
http://www.flyertalk.com/forum/Forum71/HTML/002314.html

I asked AA to comp me last year from US Silver Preferred. They took a long time to respond and told me they wouldn't comp me, but they would enroll me in the Gold Challenge.

I called AA customer service (800-882-8880) and spoke to someone who comped me to gold and enrolled me in the platinum challenge.

I recommend you call customer service and ask them what the status of your request is. Explain how you want to switch to AA from UA but don't want to lose your status.

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