I can now confirm the the OP story is unfortunaly correct. I booked an KL coded TATL ticket TXL-CDG-BOS / PHL-DTW-AMS-TXL with the legs operated AF-DL-DL-DL-KL and coded AF-KL-KL-KL. No STE+ benefits prior to travel, took a while to find out why:
The KL ( and AF ) websites have just been ammended to accept other airlines FF numbers ( but the KL website will show your correct Skymiles number as "Flying Blue" number ) but can not confirm the Skyteam status. I was Gold medallion at time of booking but websites ( AF + KL ) showing "Skyteam base" without any benefits: no preferred seats, no extra baggage allowance. When i was pulling up my reservation on DL.com it shows my status correct but does not let me select seats as the reservation is for AF/ KL coded flights. Called DL to been put on the upgrade list for the domestic section manually but was told that this is not possible as the flight was booked under a KL number, ticket had to been changed to a DL flight number to be eliglible for upgrade.
When i was getting the "its time to check in" email from Delta the status was correctly displayed including all benefits but with less then 24 hours to go before departing all better seats are of course gone. Moral of the story: if you want domestic upgrades you must book the ticket under DL flight numbers and DL ticket stock.