I've run into this problem before.
One time I had to fly from SFO-TPA and had to use a $50 CO travel voucher. I went onlin and the flights that priced around $160 r/t on Orbitz were ALL NW operated CO codeshare flights!
I tried doing a "Build-your-own-trip" option on the CO website to no avail. It would only show me CO metal and price it out at $300+.
So, I went back to the Orbitz website and wrote down all the CO codeshare flight numbers and went to my local ticket office. I had the agent manually sell each codeshare flight number since she couldn't find the flights on her computer. When she manually entered each one, it picked up the right flights for the whole itinerary!
I needed to buy this from CO since I had a voucher. But if you just want a cheap fare, buy it from the website that fares it out better! Forgo the bonus miles....it's only 2,000 miles. Not much considering you have to use an EasyPass most of the time.
just my $.02.
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SFnFlaGuy