I went through something similar booking MLE-DXB-IAD. I started with using miles to book J and then upgraded one leg and then the other came available. I did spend the extra miles to add the leg to have all of it in F (through many phone calls of the representatives saying I could lose my leg in F during the refunding process to rebook). I did provide feedback in the automated emails and got a phone call saying they could do it as I had wanted and they rebooked it all in F and refunded miles to my account.

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