It doesn't sound like you have a huge "investment" in any particular airline. It's not like if you lose status on UA you can no longer redeem your miles.
The one caution I'd give, is that many of the OneWorld routes to Europe involve BA to LHR, with big fuel surcharges. I've personally had decent success with award tix on DL, but it can take a lot of persistence.
If each of you and the SO get both the AA Visa and Amex cards, that's 200K miles right there, enough for a couple of tix, and you have the UA miles for another pair.