"Booked through KLM" is yet a different thing. You can book itineraries through the KL website for instance (let alone in person) that include non-KL segments. For instance, KL has long sold flights to Australia that included QF or SQ segments. What we all say is that if you book a flight that includes a KL-coded flight, ie KL xxxx, regardless of whether it is own metal or codeshared, and as long as it is in an eligible booking class (e.g. no miles for award tickets, some consolidator fare buckets etc) you will get level and award miles. If you were in this case and were denied the miles this is a straightforward error on their part. If not, it does not matter who you booked your ticket through, whether the flight was codeshared or not etc, you would not be entitled to miles. The easiest way to conceive this rule is:

If you are travelling on an AF or KL coded flight (specifically) it makes no difference whatsoever who operates your flight.