I normally get this issue if its trying to route me on a codeshare flight that's not available for a specific connection ie BE domestically operates BA flight to BA domestic connections.
Have you tried booking as two one ways to see which is causing the problem ? Or calling the BA call centre and see if they can book it ?
Americanairlines.co.uk also offers some functionality to book BA codes flights for multi city when you select all ow airlines option.
cs