The key to managing this is to understand how the system works.
Generally, the owner of the PNR (the airline who booked it) pushes FF info down to all carriers. The other carriers do not push info up to the owner.
So if you buy a UA/LX ticket, through UA, and you want the UA segments to credit to UA and the LX segments to AC, you put the UA MP in the booking, contact LX, change the FFN to AC, and it should stick there without impacting the UA segments.
However, if you change the flights at all through UA, you may have to reapply what you did.