One last update. One my next flight, IST-DLM I asked to add the UA frequent flyer number at the check-in counter and that was done. easy peasy. Not the case for the next flight, DLM-IST. Asked to add the UA frequent flyer number, response No, not possible. I did it when I came from IST. Not possible. He even asked someone else. Not possible. After several minutes of this back and forth, I was starting to get frustrated and about to give up (it's not that many miles). Finally he asked a supervisor (I think for the 2nd time) and the supervisor asked me to tell him what I need. I re-stated the original request and the came on. It turned out even though I was saying I wanted to add my UA frequent flyer number, the check-in agent was somehow interpreting it that I wanted my bag to be through checked to a UA flight. So anyway, they got my UA number added and I received the credit by the next day.

And by the way I never figured out how to do it during online check-in. I saw there was a box for frequent flyer number but it wouldn't let me click into it for the IST-DLM-IST flights, nor for the return flight IST-DEN. I was using the app though, maybe it can only be done on the web page.