Another update: I called DL today and was able to change for later first flight without any availability on second segment (and it was not possible to make such change a week ago due to married segments). It required manual re-ticketing, so maybe knowledable agent can break married segments?

Or I got lucky again, but there was definitely something going on. My original first flight kept popping up on both Delta and AF and It took 2 additional calls to remove it, hopefully for.good now. Both Delta and AF say say that my ticket is now good to go, so keeping fingers crossed.