The same thing happened to me last week. I had booked on UA a round trip ORD-FLL operated by Continental. I then went on the Continental site and used OP miles to upgrade on the outbound. I then went on .bomb and that leg was missing. I called them and was transfered to tech support. They performed their "magic" and now I had it back but with no upgrade. Called Continental and they called UA which took over 15 min. on hold. It was now back on Continental but again missing from UA. She said it is confirmed but I must check in on the Continental site.