I think JohnAx's point was that you had to actually fly the segments, not just have them on the ticket to avoid risk of penalty. I'm not sure that's even officially the case - it doesn't seem to be mentioned in the rules. I have certainly thrown away the last segment of a OWE (LHR-CDG as it happens) and also thrown away two in the middle (a DFW-ANC-DFW run if I remember correctly) and never had any difficulty as a result.