In order to receive the upgrade in advance, you need to have your CO number in your record. What I would do is wait until you get to the gate and have your upgrade, then have them put the NW number in. Make sure that before your next flight your CO number is still on the record and then change it again at the gate.

I don't know why you wouldn't just want to have the miles credited to CO since you would receive your gold bonus on the miles and the miles are elite qualifying.