AZ attached to my KLM booking, everything populated fine (extra baggage, free regular seating selection), a quick word though that at MAD T2 (it's the contracted AENA lounge) the lounge agent did not seem to know AZ, and their systems still have it down as Alitalia. Once I explained they manually keyed in my ITA number and I got in.
Don't think this will be an issue later at AMS.