DL has the same issue. For example, they used to run a DCA-CVG-DFW flight that you could book DCA-DFW. If you booked DCA-DFW and were a medallion, you would only clear an upgrade if upgrade seats were available on both legs. Luckily, I figured this out from a great agent and started booking as a multi-city trip so that each flight was completely separate. I suggest the CO folks to the same. If you are already booked incorrectly, call customer service and they can separate the flights.....many agents don't know how to do this but it can be done fairly easily.