Have you tried doing it as two one way multi-city trips and seeing if it will let you put each on hold? Note that each one way will price at the round trip cost. You can always put two one way itineraries on hold, and call DL to have them combine them into a single round trip and book for you. Since you put them on hold online, they will not charge you the direct ticketing fee. This only works with DL, AF, and KL though and won't show AZ or UX which might be able to get you there.

Also try using the air france search engine at www.airfrance.us

Edit:
Just did a quick search in Oct on dl.com and I was able to get it to price out at 45k for first/biz round trip. Used the multi-city search (dates were oct 16-23) and plugged in LHR-AMS, AMS-BUD, BUD-AMS, and AMS-LHR. Clicked non-stop flights too. 45k miles and $329 in fees/taxes. It let me click through to the screen to put it on hold.