Your imprecise use of "they" is what creates the issue you believe is of concern and is not.

If "they" are one or both carriers, then neither will know that you have booked on the other, whether or not your APIS / ESTA information is entered.

If "they" is CBP, it will know that you are booked on two tickets. But, it does not care. It is not the enforcer of air carrier rules. It is always possible that an Officer asks whether that is you on the other flight, but a truthful answer is all that is called for.