Some of the comments have been quite helpful and have helped me to see some additional pros and cons.

Leaning towards DL for the following reasons.

1. If something goes wrong at 9:40 pm, they have 2 hours and 20 minutes before curfew to figure something out. There's also a SAN to ATL to MIA that leaves at 10:40 pm.

2. If there's an issue in ATL, good probability of getting me to MIA in time for a 4:30 pm departure. If I'm still in SoCal the next morning, likely out of luck.

3. I like the idea of checking luggage through to the final destination CPH.

4. DL and AF gates are very close to each other.

5. There was some talk of DL protecting our AF flight, but I sense that isn't likely, although I suppose it could be possible.

In terms of AA.

1. 10:45 pm nonstop gets us there quickly, but if there was an issue, can they reroute us with only 1 hour, 15 minutes before SAN airport curfew? Seems doubtful.

2. Would have to claim bags in the D concourse at MIA and drag them to the other side of the MIA airport, which is doable but a hassle. Not sure I could even check them at AF at 6 am.

I think my strategy will be to check in on both flights as a safeguard, with the plan to be to take the DL flight. I'll keep an eye on the incoming flights, and if all is in good order, I'll probably get on the Delta flight and do a late cancellation of AA. I hate the 2 am (my time) 2.5 hour layover in ATL, but I'd hate being screwed by an issue near SAN curfew a lot more. These are award tickets, so they can be cancelled up until a very late hour with a full refund. I hate to do that, but at least I'd have several options on DL and AA, just in case.