So further on this:
My return is a VS booking on DL metal. The VS site has my VS number on the booking, but the DL site has my SAS number (the STE+ number).
I did have the SAS number in the booking until checkin in LHR, then changed it to VS for the points. It looks like that change didn't stick according to DL.
So -
a) Is it possible to have the a different number across the two bookings?
b) If the SAS number is in DL's site, should that mean I can get all my STE+ privileges?
c) I assume I can change my FF# to the VS Nnumber at checking in on the return flight to get the VS points?

Never seen anything like this before and would love some feedback!