It is perfectly possible to have different FF numbers associated in advance with different segments within the reservation record. I would have absolute confidence in the HKG CX lounge staff being able competently to change the ex-HKG (only) to MPC. Just make it clear to them that you want to change for this segment only, and the QF number should remain on the later segment.

I would have marginally less confidence in US lounge staff changing over to the CX number, but so long as you make sure that the boarding pass you use to board the plane has the correct FF number printed on it then you should be OK getting it changed later even if they have messed up in some other way.

It is BA staff who are particularly bad in my experience at inputting other airlines' FF numbers in the correct way, but I have to say that I haven't tried it since BA completely changed out their reservation system a few months back so maybe that is sorted now.