3. Did you check in with DL or AF/KLM? Was the airport checkin staffed with genuine airline employees or contract staff?

It sounds like the check in staff were able to change the FF number successfully but made the change only for the first flight segment and not the entire itinerary. This might be something that AF/KLM can and does do, but I don't think DL can change a FF number unless they do it to the entire PNR all at once. What did you ask the agent to do at checkin? Were you clear that you wanted the FB number on the entire ticket/PNR?