Partial award ticket with partial paid ticket question

My wife and I are flying ATL-BOS-AMS the day after Christmas, coming home on the 3rd of January.

We have separate record locators from ATL-BOS and BOS-ATL as we booked those in First as award tickets. From BOS-AMS AMS-BOS we are on the same record locator in Delta One.

When we check in at ATL will there be a problem checking us all the way through because of the split tickets? We will have no checked baggage.

Thanks