Different programs have different crediting rules. Just because a W fare earns on CO and AC, for example, does not mean that it does on UA.

With that in mind, I just want to confirm that you did in fact book the flights through an Air NZ channel, and not UA. If you booked through UA and your fare class showed W, that is the UA fare class, which may map to something else in NZ. Which may or may not be mileage eligible.

It seems like you may have booked your ticket, during which time the rules have changed, which is definitely unfortunate. If it isn't a matter of losing status, I would definitely say to go by usa18dca's interm solution - credit to CO, and you'll get it back into your UA account as the program's merge.