I hit the same problem last year. My understanding was that the single sectors are loaded as well as through trips and that if the latter is not available, there's no alternative to booking separately. Priced per sector this will cost more Avios.

However, beware that this can then lead to MCT issues so you would be best to call once you've made the bookings.

If you are trying to use a 2-4-1 there is no alternative to calling.