I have an upcomming flight: KWI - DXB - ICN - DXB - KWI, under a single booking.
KWI-DXB will be with EK (Emirates)
DXB-ICN will be with KE (Korean Air) (also code shared with EK)

Being member of KLM Flying Blue, Korean air is part of their Sky Team.
However, I have no membership with Emirates.

I would like DXB-ICN-DXB to be credited towards my FB acount (using KE code), where my KW-DXB and DXB-KWI flight could be credited towards a new Emirates membership.

How can I use 2 different loyalty programs for different legs of my flight?
Can I check in on KWI with Emirates membership, where I also will receive my boarding pass for DXB-ICN, and then go to transfer desk in DXB and get new boarding card for DXB-ICN having my FB account shown?

Any other suggestions?