I have done exactly as you plan with KLM before, without problem: booked GLA-AMS/AMS-GLA (1 week apart) from the UK website and AMS-GLA/GLA-AMS, 'nested' inside the first ticket, from the Dutch website.
I entered my FB number in both cases: the only 'issue' was that, for the second booking, the website 'knew' about my first booking and asked, "are you sure you want to make this booking?" I was sure, and did it.
All four segments were correctly credited to my account, without so much as a peep of complaint.
-- Henry
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