I've done this a few times to allow myself an extra open-jaw, and yes it's worked.

However, I've not tried it on airlines that are close partners (i.e. United/Lufthansa) nor have I tried it on all possible airline combinations, so I can't say for sure what will happen in all cases.

What I can say is that what I know about ticketing is this. United is acting as the travel agent in this case and tickets a bunch of flights all on UA ticket stock. However, to confirm space on each of the flights, a reservation is created on each individual airline for all flights on that airline.

What happens when you skip a segment is that your reservation on that airline is cancelled. However, the airline has no control over the rest of the ticket. I don't know if the airline would go to the trouble of calling UA and asking them to cancel the entire ticket (I highly doubt they would) or if close partners have an automated way of doing this.

What my own experience is is that the airline only "sees" a reservation for their own flights and this is all they can cancel. They can't "see" the rest of the ticket