Originally Posted by GreedyB
Question: Will I get my miles posted to DL automatically?
No. The miles must be posted manually.
Is it worth the trouble and is there a chance to get original routing miles LSE-MSP-MCO?
Absolutely and definitely respectively.
Should I do this over the phone or e-mail?
I'd do it over the phone.
And should it be with DL (who might not have a record of NW rebooked to Midwest) or should I call NW?
NW since you booked the ticket through them and they reaccommodated you due the flight cancellation.
In addition to your SkyMiles, you can claim Midwest Miles for your flights with them, if you wish. As an alternative, you should be able to get AA credit for the YX flights. This is in addition to, not in lieu of the SkyMiles you should receive for your originally booked NW-operated flights.