Thank you for the replies. I will be using BA-earned miles and transferring them to AA to make the booking. The reason for asking was that the booking I am looking at has 3 legs and only the first has First class, whereas the others will be business class only. I was hoping to use miles book business for all and then upgrade the first leg to first, subject to availability. But if that is not possible due to the booking being made with miles in the first place, then I will just book First for all and take the hit that it won't be available on 2 of the legs.