If DL controls the PNR (DL ticket stock I would think), DL has a rule that you cannot change the FF number after you've begun travel on the PNR. However, VS might have different rules on this. You should ask in the VS forum, including about the time limits for opening a new FF account after the travel in order to credit flights that have already been flown; many airlines allow this within reason. VS should be able to see that you didn't earn any DL miles for the flights, but I would expect that your DL FF number is printed on the boarding passes, which might be a problem.