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FTL won't get you lounge access in Scandinavia, so business check in and an extra bag are the only perks. In general, *S is not worth much. As for crediting the same flights to 2 programs, it generally does not work...at least the system is designed to stop this from happening. You might get a few flights to post to both programs, but don't count on it.

My advice for you flying pattern, pick a single *A program. It will be hard to make SEN flying Y in Europe, so FTL is not really going to help you much. If you can manage to fly more on SK, you should not have a big problem reaching EBG. Then you will get lounge access and Fast Track (in Scandinavia).