This exact thing happened to me 3 weeks ago. I flew on the weekend of 9/30, and reached my Medallion level on 10/1 (Sunday). The next Thursday, I flew RDU>SFO (2500 miles). The bonus miles were not credited for this segment, but were credited for the segments I flew on Sunday.
I had foreseen this situation and had called numerous times to verify that I would get the bonus miles on the Thursday segments. Each time I was told, "as _soon_ as you reach 25,000 miles, ANY subsequent segments will be probably registered and the full bonus given." When that didn't happen, I called again, and was given the story that you were told. At that time, the agent said, "well, since you were told that you'd get the bonus miles on the Thursday segment, we'll give them to you now." They haven't posted (on-line at least) to my account yet.