Good call, I just tried SAN-LHR and when you connect to VS in either LAX or in ATL you are booked in to F for the DL domestic flight.

And at least in my search it was MUCH more expensive to fly through ATL in PE than LAX, but the Y and J prices were comparable for both routes.

However, if you fly LAX-JFK-LHR, DL on LAX-JFK and VS on JFK-LHR, you are in C+ for the domestic transcon. SO, if this is not a mistake, the moral of the story is to avoid flying on the transcon routes when connecting to Premium Y on DL or VS. Not on VA.

probably belongs in another thread: While doing this I noticed: I can't see the fare classes anymore when searching, just the cabins. (It says "first class" but not A or F, etc). When you actually select a flight, it shows at the end.