Looks like I had to call UA 1K desk to get a lead to call ANA to remove the UA codeshare flights on ANA end for this to work. You have to call when the ANA desk is open at 6am pacific time. This worked for me. A pain though to have to do this every time. Maybe we need to ask UA desk to have the lead to call at the same time as the change from UA to NH flight numbers to avoid repeat calls. I was on hold for a long time.