entertaining??? Are you ticked at her and want to get some sort of revenge??
Unless you have a long lay over I would not even attempt this.
How much fare are you saving by booking it this way? what is the cost difference than if you booked one airline?
Southwest flight can be delayed thus missing your connection. If there is just one flight per day you could be screwed if there is a delay or cancelation because they will only rebook you to SAN.