So, here's what happened. At T-7 and F5 my upgrade cleared. Reservation then showed NH8 in O, but still had the old UA7950 segment in C. I was able to select a seat in F, but online check-in wouldn't work. When I got to the airport in BKK, I primed the checkin agent with my expectation of being confirmed in first class. She made a lot of faces at my reservation, but ultimately cleaned it up and issued BPs. I compared the ticket number on the BP and it was unchanged, so I guess the unticketed UA7950 just needed to be dropped before NH's system would check me in. Airport control saves the day.

My takeaway: UA's site is too "smart" to show unticketed segments so if NH's site still shows the old segment after a UA agent does the exchange, UA still has some cleanup to do.