What you describe is back-to-back ticketing, it can be used to avoid sat. night stays and is generally not allowed. So use 2 airlines and don't cross reference anything through a FFP. Or buy a O/W ticket for the first outbound and then do R/T from the destination until you finish up with another O/W to get back to your original starting point. Silly, but this is how ticketing evolved (except for some of the LCCs).