You can call and request that they link your two reservations (or PNRs). They should make notes in each reservation, and that may help you with checking bags through or if there are any problems.

But they can't combine them into a single reservation, which would imply reticketing. (Especially with one reward, one paid reservation)

When you get to EXP, they waive fees for changes to award tickets, so you can avoid all this by just changing the origin on the award ticket.