Originally Posted by
kcaluwae
...You can however solve this by giving your FF number to the gate agent who will be able to add a FF number to just one (or some) segments of your complete itinerary.
Don't wait for the gate agent but, rather, do it at check-in (I assume that you'll have to check-in twice, as I don't think that you can check-in once for the whole trip with different airlines that don't belong to the same alliance, unless in cases of code-sharing)). It is often the case in several airports that gate agents can't access your reservation!