Of course it is possible for ages to book a ticket involving carriers of different alliances. Keep in mind that alliances exist only for something like 20 years max. This is just called interlining.
You will earn UA miles on the Aegean sector and FB mIles on the AF one. It might be tricky sometimes to enter both FFP in a single booking. So You may enter only one and retroclaim the 2nd one afterwards.
For the lounge in CDG, your arrival airline is irrelevant. Only the departing one counts. AF flights to MAN depart from terminal 2E concourse K or L. You will have to use the lounge of the concourse you are departing from.
As you will arrive in T1 with A3, allow yourself sufficient time for the connection, as T1 to T2E are quite far eachother.