In addition to adding a partner at the tenant level to perform delegated administration you can also add the partner at the SharePoint Site Collection level. There are a number of options to pick from. To setup SharePoint Delegated Administration login into your tenant and head over to the SharePoint Administration Center
Click add Support Partner
Select what level of support you want from your partner, I hope that when you pick a partner to support you it does not lock Microsoft out (It looks like it might which could be good or bad).