If you haven't yet purchased your TATL ticket, call DL and have yourself ticketed to include the AF/KLM segments. This might not show up on delta.dumb, but a DL agent can do it. This protects you in IROPs and probably results in a lower fare. If you're making multiple stops within Europe, you might want separate tickets versus multi city. Look at open jaws and fares that allow stopovers. Also consider taking the train to save time if distances aren't too great.

IMO you should credit everything to DL to get elite benefits, but be sure to check the rules for partner flights as some fare classes earn little or nothing. AF/KLM flights count for MQMs.