My wife just flew (or was scheduled to fly rather) LHR-CLE (CO), CLE-DTW (NW), DTW-CLT (NW) on an award ticket in BusinessFirst. I bit of a convoluted path, but its what was available for BusinessFirst for the points I had sitting around in CO since I don't fly CO very much anymore.
The LHR-CLE flight ended up diverted to PIT and by the time they made it to CLE there were no more flights that evening. We were very worried (especially since I was still in LHR and tend to be a bit more ... forceful in voicing my opinions on whether or not the airline is taking care of us as they should) since it was exactly what you were looking at, a multi-carrier award ticket with a misconnect.
CO ended up putting her on a direct flight CLE-CLT on US (plus vouchers and some other items). I was amazed that CO handled it without even having their arm-twisted and even more to the point they put her on a direct flight even though it was outside the alliance. Still working on getting them to cover the luggage fee US charged since the luggage should have been covered originally as part of an international itinerary but US couldn't tell that and thus charged her for it, but hoping that goes smoothly as well.