Definitely ask them to put a note into your record so that the gate knows you want to do a point upgrade. Ask them to put in a FQTU note.
Then at the lounge, ask if the upgrade has cleared. They will look into your notes and check. Last time I had this in CPH they told me the upgrade was already done by the gate as op-up and showed me the note which said 'IRR UPG CCC'.
If they upgrade you for points and you notice the are doing op-ups, you can complain to SK later. Some have reported a refund of miles if SK can verify that no elite pax were op-upped.
Good luck!