I can find a cheaper flight if I book YYZ to VIE which goes through LHR than any other flight I have found from YYZ to Europe.

What happens if I don't board the LHR to VIE segment and instead board another flight from LHR to my intended destination of WAW?

Of course, I'm hoping that the bags will only be checked to LHR. Can I insist on that? And, two, I'm hoping that I can get on the return LHR to YYZ flight without boarding the return VIE to LHR flight.

How much of a "no no" is this? I just find it frustrating that this flight can be offered at about half the price of any other flight from YYZ to Europe @ Latitude fare.

In all, if I could do this, I will save well over $1,000 and still be able to use upgrade certs.