You might want to continue checking the separate flights option. I'm not sure where you're flying from, but I've found many times in the past that two tickets, which may be on separate airlines, one from a US gateway to London and a separate one from London to another European airport, actually can cost substantially less combined cost than a single round trip ticket from the North American departure to that second European destination airport. Admittedly I had to search over a period of time to find two tickets that did this, but I've usually succeeded.