sorry about the DFW - JFK mistake. i was thinking of new york area airports in general. so - that may be a problem if you can't fly into lga and then transfer over to jfk.

and OW explorer tix are issued in "A" class for domestic US First so you will get that credit. beware however that if the flight is sold as a codeshare (which BA tend to do when they are the issuing airline) they may have "D" class seats in their inventory (even though they are really first class seats) and then you won't get first class credit. so always insist on using the real carrier's code / flight numbers.