If you have two separate tickets and two separate PNRs, then to DL it should look like just a regular domestic trip and you should have been able to SDC for free. You should be able to get a refund for what you were charged to change to the earlier ATL-JFK flight.
In this case, you're not protected against IROPs (DL tends to be nice about separate tickets, especially to elites, but I wouldn't expect MU to do so) and two hours IMO isn't enough time.
However, I wouldn't expect to be able to do OLCI with DL for a MU flight on a separate ticket, even if you have DL ticket stock.
ADDED: I'm confused about how the OP could have a Z fare for the domestic ticket as well as the international one.