United stopped officially allowing an open jaw at the stopover point a couple of months ago, and never allowed three open jaws as you seem to be requesting. I believe there are reports of successfully getting phone agents to force the second open jaw at the stopover which is, in this case, in South Africa but then you would have to return to DEN.
In any case the open jaw from Asia to Europe is legal but will likely require phone booking.
travelisfree.com has some of the most comprehensive info on UA award rules and routings. Good luck!