You don't get the miles until the sector is completed. So in the OP's case; you get the miles upon landing in BOM and then back at CAN. I have the same situation now wherein I haven't received miles until I reach my final dest.
As for the not taking up the last trip, you wouldn't forfeit all the miles. They would re-route the ticket to be CAN-DXB only and credit you on that basis without a refund for DXB-BOM. Note this was the response I got from EK when I inquired about my case a few weeks ago.