WLGNZ as a follow-on, note that the NZ system allows two ffp numbers to be entered:
FQTV - mileage accumulating frequent flyer number (whatever programme)
FQTS - status recording frequent flyer number(whatever programme)
In your case, you'll want FQTV set to your UA #, and FQTS set to your NZ #.
You could ring the call centre and make the arrangements above, or you could also simply do this at check-in - although I suspect the kiosk will overwrite both fields with your UA #, meaning NZ cabin crew wouldn't recognise you as NZ*GE.
I suggest calling Air NZ to jiggle the numbers. In either case, there should be no 'risk' to your upgrade, and as ajnz points out a manual claim for mileage may need to be done.