Thanks nologic!
I too have spoken with good AA agents and all they have been able to tell me was that the FF number needs to be entered 'segment by segment' rather than just added to the booking in general.
Now I have a name for the process.
The other huge advantages of having the QF number 'take' well before the flight is that it gives you the priority boarding, better access to any op-ups (I've had several on AA both across the pond and internal USA), and, most importantly, if the number 'takes' - your status goes in and you can select the exit rows if in roach. huge benefit. Also - when travelling internally in the USA, the QF number on the BP seems to get rid of the SSSS security designator.
Normally it was the SYD and LHR offices that could never enter the number properly.
With regards
LME etc etc