After some serious discussion with the TA about this just before the recent start of our LONE4, it came out that you can enter a different FF # by CARRIER. Thus all AA flights could be credited to AA and all QF to QF.

As the trip had to be deferred - and all the reservations cancelled (and now seriously close to missing the AA challenge) I can not vouch for the validity of the answer.
We still however have the same problem - for me how to get one BA flight (SIN-LHR) credited to the AA program (side note BA WT+ is very nice for the challenge) and for Mrs WF how to get one BA flight credited to QF (LHR-PHX)

OTOH changing the FF# at checkin with AY in BKK was a non-issue.

YMMV


WF