You can't just move the miles directly. The page linked to the previous post will tell you what indirect methods there may be. Using those methods usually involves losing a lot of their potential value in the transfers.

However, since both UA and Aegean are members of Star Alliance, you can use UA miles for an award on an Aegean flight if that's what you're really after.

As for crediting to another airline: Usually, when you buy a ticket, you put in a frequent flyer number. That's where all your credit goes. In theory, you should be able to change that number individually for any segment you haven't flown yet. In practice, this doesn't always work. It's safer, though more effort, not to put any FF number in when you buy the ticket and have each one entered individually at the airport. If any segments then don't post automatically, you'll have to follow up with the airline for retroactive credit. This usually works, eventually. Retroactive credit to one member is often impossible, at least much harder, to get if a flight has already been credited to a different member.