First I would like to thank everybody for your responses and welcomes!

I will try to answer the questions one by one:

1. DownUnderFlyer, I can't book the ticket through AA because the first segment of the trip is not available to be done through AA (SPO-LIM). At least, AA told me that, that I must buy the ticket with the airline of the first flight.

2. Kiwi Flyer, my itinerary is as follows:

GRU-LIM-SCL-AKL-SYD-JKT-SIN-BKK-HKG-JNB-DUR-CPT-LON-MAD-RAK-MAD-GRU
The JKT-SIN I will do as land segment.
Yes, I'm using all 16 flights.
Yes, I could reduce it, but I thought about using all flights all can.
Do you think some of these routes are seasonal?
If you want to I could send the dates of the flights.

3. Unterwegs: LAN told me that I must set all flights of the trip. I can't schedule just the first flight. And, about open segments, my currently status on my talks with the air company is that I'm waiting for a authorization of the financial sector to allow-me having the last segments of the trip marked open segments.

I think that's all.

Waiting for your answers!