I switched from Southwest to Delta earlier in the year and had the same problem. It didn't switch any of my existing reservations and didn't find out until I looked for the miles in my Delta account the next week and then looked at my folio and saw WN was the partner. I called the diamond desk and they switched over the confirmation numbers I gave them.

Look at your confirms online to see who the partner is if the diamond desk didn't send you a revised confirm. If you do an online check in, you can switch the partner there as well if it is wrong or ask at checkin and the front desk clerk can change it.