Just trying to follow you, but if not mistaken, the only AZ metal is outbound through MXP (ORD-MXP-VCE).

If your wife's itinerary shows AZ, and even if she got it as your daughter (a
DL codeshare), both would still need to check in at the AZ ticket counter (their plane). The same applies to any issues in MXP. I don't know if there will be a different priority assigned...but a guess is that a skysaver award will normally take the low notch on the pole. If there are any mishaps, I would just explain the problem to the appropriate GA (AZ if their metal, DL if ....)

On the bright side, I have flown on AZ metal from a DL purchased ticket, and noticing that I had status on DL, a skyteam partner, they treated me well.