your problem is that your flights do not connect

you can do

yvr-lhr-cph or

yvr-lhr-hel

then

mad-lhr-yvr



i beleive you are only allowed 2 stopovers on a round trip

also to fly between cities in europe is 20000 points almost always available you book a return and dont use the returning part

for eg hel-zrh-mad

or cph-zrh-mad