I had a similar situation recently. My flights were HPN-ORD on UA, and ORD-SFO on CO.
Because the ORD-SFO (on CO) had cleared for an upgrade, this segment no longer appeared on my full itinerary. This single CO segment only appeared on the CO website. A UA rez agent said that they had to remove the CO segment from the full itinerary because if they kept the CO segment there, then the CO system would see me as "double-booked" on the CO flight. Well, this was the explanation I was given.
Online check-in would only give me the UA HPN-ORD segment. I could not get the boarding pass printed for the CO ORD-SFO segment on either the UA or CO websites. Argh.
The UA folks at HPN tried and tried but had no luck either. As CO does not serve HPN, I could not run over to the CO counter to have my bp printed. So upon landing at ORD, I had to run to a CO counter to get my bp. I did not want to risk being a no-show for the CO flight and/or lose my upgrade.
I will stick to an all UA flight next time!