You won't get banned for life and airlines can trace their own nested tickets through your FFP profile.
I would however be careful about being denied boarding due to the visa issue. Yes its not the airlines problem if you overstay (you could always do a date change after arrival), however at checkin you have to show proof of either returning or leaving to another country.
Happened to a friend of mine in LHR, he was flying to DXB and then to CPT on EK as well but under a different PNR and she told him you will overstay in Dubai and hence can't let you board. He had to explain to her that he is not and that she can look into the EK res system to see his CPT ticket.