I called both United and American Cellars Wine Club.
United said it would take 4 to 8 weeks to see miles credited.
ACWC told me they would hold any further shipments until March so I could get my 2500 miles. After that the next shipment would cost $110 (which includes shipping). They said if I canceled now I would lose the 2500 miles. So, I'll wait to see when the miles credit, then cancel.
They also said they have some less pricier wine club plans that give UA miles.