I see some combinations suggested by ITA matrix that may work. OP doesn't mention dates, so I looked at random midweeks in Sep13.
So, whilst the issues around combinability highlighted by Globaliser are valid, there are combinations of BA fares to form a circle trip that do work.
Assuming a base comparison price of around ZAR12000 for a CPT-NYC return in N, I can see single-ticket combinations for CPT-xLON-AMS-xLON-NYC-xLON-CPT for ZAR16000. Does this extra 4K ZAR balance out the additional LON-AMS-LON fare plus APD ?
The best I see on other carriers, e.g. the more obvious KL, is only slightly less.
Playing with other dates may yield better fares. Also, as c-w-s suggests, a competent TA will be invaluable, even if only to ticket something you research yourself.
hth