Who you purchase from has no bearing on where can credit. (At least for now, AA has announced a change that might eventually get copied by DL)

Note if you have an AF/KL FB account and where logged in while booking, (or login to manage in future) the AF/KL website/ app will automatically add your FB to booking without asking. Its a frequent problem with people having miles credited to FB instead of DL because of this.

Make sure when you checkin to ask them to delete the FB number and put only your DL number in.