The rule according to the T&Cs is that M class upgrades to O, not Z. So it's possible that O was available on your long flight but not on the short flight. Or possible that the agent put you in Z incorrectly, which may or may not cause problems at some point down the line.

O is the same fare class as business class award seats, which ExpertFlyer should also be able to show. If ExpertFlyer is showing O and the agent is still telling you it's not possible, you may need to call a couple of times, try to find a friendly agent, and be very direct and lead them through it -- "so if I'm reading this right, my M fare class upgrades to the Korean O class right? And I see O class availability, do you?"...

Note that, as with upgrades on Virgin Atlantic, if you are booked in O, you by default won't earn miles for the flight, since Delta's system will read it as an award ticket. You'll have to follow up with Delta and correct that after the fact. If you are in fact booked in Z you may earn extra miles since it will read as paid business class. So if you end up in Z for the long legs and O for the short legs, it may be worth keeping quiet about missing the miles on the short legs in order to keep Delta from noticing the bonus earned on the long legs...