Even though you have a DL PS fare, KE metal segments will book into a DL Economy class since KE does not have a Premium Economy cabin. DL domestic segments will book into DL W/S Comfort+ classes on PS fares (as, other than domestic D1 routes, these flights lack PS cabins).
As noted above, you need to be in a DL Y, B, M Economy class on the KE segment to apply a GUC to upgrade into Prestige (business) class with Y/B class requiring KE Z inventory, and M class requiring KE O inventory (O is used for KE Prestige awards). In the example itin below, the KE segment booked into a DL T Economy class which is not a GUC eligible booking class. When booking PS fares, you don't really have any control which DL Economy class the KE segments books into. DL Economy classes are Y, B, M, H, Q, K, L, U, T, X, V.