Thanks. Well this is where it gets confusing.
When I open this specific booking on the A3 webste it shows the A3 and KLM sectors. It only shows the KL e-ticket number, together with a message that this itinerary cannot be modified online.
However in the full e-ticket that I received from the TA both a KL and A3 e-ticket number is included. So I'm guessing that the A3 website somehow doesn't properly handle having two etickets.
For this specific flight there was no availability for upgrades (august) and the price difference to book a fare class that would be upgradable with coupons was significant (as I would have to go through the A3 website then). But I'm thinking to book similar tickets for myself in the future, if upgrading would be possible.
I'll pass through ATH tomorrow so maybe I should just ask them at the ticket desk. Maybe they would know.