So I'm trying to book a multi-city

LHR-CLE-NRT-CLE-LHR with about 2-3 days either side in CLE via co.com

I can buy CLE-NRT in K fare, and LHR-CLE in L fare if I book individually on the same dates, but if I set it up as a multi-city, the only option it gives me is to buy the full-fare Y tickets (obviously far more expensive).

This is incredibly frustrating. I may just end up booking the two legs separately, but then if something goes wrong I won't have joined reservations. Any advice?