Good news. I got pushy with United after I asked why I earnt their miles and provided my receipt which showed my Air NZ FF number.
They refunded the miles, then I went on the Air NZ site and claimed them and they all instantly got added.

Annoyingly it didn't retrospectively accumulate to my Silver status since I just regained it (would have gained it earlier if the flights went to ANZ at the time). But good news overall and better than having miles sitting in United that i'd never use.