I think that the issue is that co.com won't book it. They should be able to book it for you on the phone. I have been able to get them to book me an itin including DL flights when I've needed to. The CSR mentioned that DL won't do the same for CO, which I found strange, but I let it go since I was getting what I wanted. And mine was a pure DL flight number (DL Shuttle); it was not even a code share.

There has been much made of the fact that the codeshares only intermittently show up at all on co.com at all, but I don't expect to see that change any time soon. As long as CO can force people on to their own metal and not lose customers, I think they don't really care so much about the code shares.