I had similar experiences trying to book rt flights NYC-PBI for Easter time next spring. Finally settled on Tues-Tues EWR-ATL-PBI-ATL-EWR for $239 x 5 pax. Ideally wanted the prior Fri/Sat/Sun with 7-8 night stay on a direct flight.

First off, DL has already blocked out direct flights (LGA or JFK) at $600+ (rt) in Y (H or higher) for months (we've been looking for a while). EF often showed LUT 0. Then just after pressing the PAY button (and I mean moments later), I get an EF Alert saying T loaded on the way down and just a second after that, another EF alert that T loaded on the way back - alerts I setup earlier for the direct flight. Naturally, I look at EF and sure enough, M9, H9, Q0, K0, L0, U0, T4, E4 - on several flights and several days. Went on line to book but up came the same really high prices. Called DL and tried to book and that's all they saw too. Checked again just now before posting and is now T0 E0 again.

God, how I hate a tease.