An update for everyone on this just in case it's of use to someone else.

Here's what I did.

Took the outbound flight as planned with all my family and we all took advantage of my SkyTeam Status.

After the outbound flight I got KLM to split the PRN on our bookings leaving me on my own booking and my family on their own booking. My status of course didn't track with them.

I then had to book a whole new ticket for my return to a new destination. I could have changed my ticket but only to a new arrival airport in the same country. I got a refund for the taxes but the rest of the ticket was of course non-refundable.

On the return everything went fine and my family could still use the Priority check in and security despite not being linked on my booking.