This part is OK "NBO-xLHR-HKG..." - that's a transit of Europe coming from Kenya and therefore you will be allowed a second entry/exit of Europe later in the itinerary (and you can have European stopovers on that visit)

But your itinerary does not conform to another rule - that you keep going around the world in one direction - westbound or eastbound
You start off eastbound (LHR-HKG) but then you turn around and head westbound (HKG-LHR..-JFK). And that is not allowed

This itinerary would be OK as it's westbound all the way
NBO-xLHR-JFK...SYD-HKG-HEL-CDG-LHR-JNB