Re crediting outbound and return to two different programs: just this week I booked my round trips on BA (LHR/MAD) and on CX (BKK/HKG). In both cases, I explained that I wanted the outbound credited to BA and the return credited to AA. Both reservations clerks said "No problem!" and assured me they had taken care of it. Of course, we'll see when the flights actually post. (And one reason I went with the outbounds on BA is that I figure they're the more likely to post accurately; if I have to fight for my credits it'll be easier doing so with U.S. airline since I live in the U.S.).

By the way, the BKK/HKG round trip on CX is entirely the same day, with ~1½ hours at the airport (a "mileage run", and since business was only ~$70 more than coach, guess which I chose?). CX phoned me today: they were about to mail out the ticket, and wanted to make sure I really intended it as a same day return!