Assuming migrated questions do not get deleted from their source site, your best bet right now is probably to take the following course of action:
- Delete your Server Fault question (if this is possible, if not, skip this step.)
- Undelete your Stack Overflow question.
- Flag your Stack Overflow question for mod attention, and mention you want it migrated and MERGED into the Server Fault question (ID #114489).
- Profit?!
This will get you the best of all worlds -- your SO question will be closed, but still visible and shown as migrated. The SF question you've already asked will get merged into the migration target, and you'll be set.
I'm not sure if migrated questions get deleted by the mods or not, though. If, as a matter of course, migrated questions get deleted from their source sites, then this may all be completely moot. If they do not, then this will get you everything you're looking for.