What marketing is your 1st flight ARN-AMS? Is it KL, or DL?

If KL, then KLM bag allowance and fees apply for all flights, including return. US law requires the same policy, allowance (excluding elite/credit card waivers/), and fees apply throughout out (OLCI discounts are just considered a discount during checkin just like elite waiver)

DL hasnt till recently hasn't done self tagging and thus they don't offer discounts for paying early.. Whatever the KLM normal fee is,, is what will be charged.. You can pay that fee during OLCI to DL, but there's no incentive to do so.

Basically you'll pay DL whatever KLM policy says is the standard fee. There's no discount available.