In the past I was able to get seats on long-hauls on the KL website using the KL record locator. Inter Europe, never had luck.
However, I recently booked a SkyMiles ticket (with KL flight number) and the DL agent booked my seats, and when I checked the KL website they stuck! ^
Today I booked two flights on AF (with DL flight numbers) and I booked seats through DL and when I went to AF site they stuck! I then changed my seat on one leg (since they block seats for FB members and you cannot see them on dl.com) and an hour later my record was updated on dl.com. ^
So for both of these itineraries dl.com agrees with KL/AF. And everything stuck.
Seems there have been some recent improvements!