So I tried calling their US number. The agent claimed my DL SM numbers were already in there but I don't see how that could be, since I never figured out a way to change it in managing the bookings.
Be warned that, regardless of what you do now to add your Delta number to the reservation, the chances are very high that the miles will end up in Flying Blue - even if you specifically request at checkin to have your Delta Skymiles number put in, and even if your boarding pass shows only your Skymiles number. Once associated with any AF/KL booking, a Flying Blue number is very "sticky" and we have numerous reports down the years of people in your situation finding that the miles end up in FB.
Note that multiple FFP numbers can be associated with a single booking, so even if the most recent one added is the "correct" one, this is no guarantee that this is where the miles will actually post.
The best advice:
do not book flights on AF or KL while logged in with a Flying Blue account. Although both the AF and KL sites will encourage you to log in using your FB credentials while making the booking, there is no need to, and if you don't want your miles going to Flying Blue, it is crucial that you do not log in using your FB details. It's also important never to later associated any bookings with your Flying Blue account.
Miles credited to AF Flying Blue instead of DL Skymiles. Help!
Removing Accidental Mile Credit from FlyingBlue Account
Remove Flight Incorrectly Posted to FlyingBlue
Crediting Delta Flights
Miles applied to wrong account