To answer the actual topic of this thread...yes, UA will refund your GPU. Contact the 1K line and tell them that you used a GPU to upgrade J -> F but that LH had a mechanical issue and an equipment swap. The swap resulted in a flight with no "F" offered so LH put you back in business.
UA doesn't need to know or should they care that you received compensation for the downgrade. That's a purely academic exercise with LH and the EU rules that they are bound by.
You also don't need to wait for the flight to post to your account to get the GPU back. If this was an LH-ticketed flight (not 016 ticket stock) then there's a very good chance the flight will not post correctly. If this is a 016 ticket then I suspect the flight will actually post OK.
Call UA and ask for the GPU back. Plain and simple.
-RM