The problem appears to be that the BP wasn't scanned. I say that because, 5 days after the flight, the first segment still shows as "active" on US and the second flight shows as "flown." So it isn't a "mileage" link - it is just that US thinks I didn't fly the first flight. The AA "give me credit" link won't let me report it until 15 days after the flight, so I will probably need to submit the BP (which proves nothing, but they seem to like those) and the data record from Gogo which shows that I connected onboard that flight.