I am flying LCA-AMS-JFK-BDL. LCA-AMS is a KLM code share with Cyprus Airways. AMS-JFK is KLM and JFK-BDL is DL. I am a DL DM. I know that the KLM flight over the water will give me MQMs, but the LCA-AMS flight will not get me mileage credit with DL.

I already have a SunMiles account with Cyprus Airways. I do not have a FF mileage account with KLM.

Would it be more beneficial to use my SunMiles account for the miles on this trip or should I open a mileage account with KLM? Most likely I will be on these kinds of flights at least once a year.

I do have a concern about using the SunMiles account to accumulate mileage - CY was just saved from going under by an influx of money from the Cyprus gov. and their mileage expires after 1 year even if you are adding miles to the account by flying during the year.