Are you trying to credit to UA for status? If so you will need a UA ticket number starting with 016 to get PQDs. If you aren't interested in that could you just call SAS?
I also tried plugging your flights as a multi-trip itinerary into united.com, but it priced out at over $3000. I did the same on Orbitz and found a very similar itinerary but with UA instead of AA as the first flight and slightly different times on the flights. This priced at $879.63. You can also try Hipmunk and see if that will send you to a booking engine.