Mixing mileage earn on multiple airline programs
 

Is it possible to earn mileage on different airline programs on different segments of the same ticket?

I will be travelling LHR to HKG and back again with CX on economy light (M) outbound and premium economy (E) return. M earn is only 25% on BA Avios but it's showing as 100% (I think) on CX Asia Miles. There's not much of a difference for E. Would it be possible to earn Asia Miles on the outbound, but then switch to Avios for the return? I prefer earning Avios but not so much that I'd pick the 75% markdown.

You should be able to select your frequent flyer program for each leg of the trip on the CX site, I believe.

Yes, just change FFP during OLCI for the return flight. No issue.

I think it will depend on your country, but I find AMEX rewards very useful, they have most major airline points available to redeem.

To answer the question in the thread title (and not respond to the details about the OP's specific trip involving CX), it depends on the airlines that are involved. For instance, DL will not let you change the FF number on an itinerary (this might apply only to DL itineraries or itineraries that are ticketed on DL 006- stock) after travel has begun, which technically would mean after you have boarded the first segment (and the GA has closed out the flight, the flight has departed and not diverted back to the same airport, etc.).