You can absolutely have a mixed alliance itinerary and use different FFPs for the various flights. Nothing stops you from doing this on an all single alliance ticket either, you just need really pay attention to your BPs.

I usually have most success changing FFPs through the chat or ultimately through the gate agents. Check in folks, lounge dragons and websites occasionally work but are less deterministic. DL has a great service over Apple iMessage that is usually really fast and effective. With SK I prefer the chat on their website. With KL they have reasonably capable service desks in their lounges that can make changes quickly but there might be long queues. AF I have no idea, all options are terrible.