X is a special, non-earning mileage class that your ticket is booked into as a result of your upgrade. You should still get the miles for the originally-booked cabin class if you claim in Etihad Guest - though this may not be straightforward and may require a retro-claim (I've not had any upgraded sectors since they changed the programme so that you no longer get the upgraded miles, too).

If you try to claim "X" in any other partner programme, you will most likely be refused. They probably won't be able to handle the fact that you were rebooked into a non-earning class as a result of this upgrade - so probably best to stick with EY Guest for this.

You can always change your FF number ahead of each flight - though it will require a visit to a check-in agent and you asking them to change the number in your reservation. Make sure that the number you want the miles to go to appears on your boarding pass before you fly. But also check that your flight is booked in a fare class that will actually earn miles in that other programme before changing over.