The short form official answer to the
generic version of your question currently reads "you can try and sometimes it works." Step by step instructions are contained in the long answer to your question (also at the posted link).
Update: OK, I had a chance to look at it; thinking it through is slow for this currently sleep deficient non-caffeinated non-morning person. Using the Anytime fare method of testing valid custom connections described in the Wiki FAQ, the fares do not merge. The likely reason is excessive bactracking. There may be some other options, but I can't look at that right now.
Update two: Ironically enough, the only way to fly DTW-PHL on WN is via MDW. DTW-MDW-PHL is even more backtracking than DTW-MDW-BWI. The one Saturday that I checked, NWA's lowest fare was available one way for the evening return. So you could fly WN outbound and NW return.