How do you do this in practice though? Is it something only a travel agent can do? If I use the Manage Booking function on the QF, LH or SQ websites, it allows me to change FF details, but if I do so (with any of those websites) it applies the same FF details to the whole itinerary. It won't let me add more than one FF number.
I also tried adding my QFF number via the QF website, and then my KF number via the SQ website, but doing that removed my QFF number.
I had an LH ticketed flight SYD-FRA-SYD with one leg on QF. I had my M&M # on the booking and did a retro claim for the QF leg with QFF. All flights credited to the respective programs without delays or issues.