I once had a situation in which AA moved me from its canceled flights to a US flight, and I got both AA and UA credit. So I would think that you can get credit for both--I strongly doubt that one airline cares or knows that the other is giving you credit. As for the delay in one of the two AA legs, that could be for all sorts of reasons. Can't hurt to follow up with AA to remind them to credit both. And, for that matter, to try to get UA to credit your miles, since you'd originally booked with them.