I did LHR-IAH-PHX and back on CO last month.
Miles posted quickly and with no fuss.
I used the 'old' version of my DC number and booked directly on Continental.com. Not sure if this has any bearing on it.
The relationship between diamond club numbers being on the boarding cards and whether the miles post or not is one that has always baffled me though. There seems to be no correlation between the two!