Being a no-show for the last segment of a flight is not a problem. The airline will not send the revenue-police to come knocking on your door at night or anything.
I wouldn't even worry about not putting in my frequent flyer number. After all, I paid for it and I flew it, so the miles are mine.
I would just be very careful with checked luggage. If you check any luggage, make sure that is is not checked through to the final destination but only to the point where you plan to disembark. A good explanation for this request is usually that you have something in the luggage which you'll have to drop off, e.g. something for a colleague whom you are meeting at the airport or a favourite on the other side of the pond seems to be to claim that there are pharmaceuticals in the luggage to which you need to have access. And verify that the luggage is indeed _NOT_ checked through.
I wouldn't worry about the credit card number, it is in fact illegal to bill a credit card without an authorization by the owner of said card.
I do not know about Europe but some travel agents in the US have indeed been billed the difference between the booked and the actually flown flight. To prevent your travel agent from potentially having some hassle I'd suggest booking the flight directly with the airline. It might be 10USD/EUR more expensive but at least no one else suffers...
cheers