Well all I can say is that I have done it and it works. No problems, no pushback from anyone. The case where I can recall all the specific details was an ex-TPE CX-issued DONE3 which had LHR-WAS-NYC-LAX. In the end I flew LHR-BWI, IAD-LGA, JFK-LAX simply checking in with open-dated paper coupons. The BA and AA staff had absoultely no issue at all with this.

For taxes, if I recall they simply price the most expensive possibility. I was fine with that as a price of getting the flexibility.