It was a 4 segment run and I consistently kept getting a message on the US site that only 2 segments were allowed. I ended up booking the inbound on the AA site. I couldn't get the payment for the outbound to go through, so had to call AA web support. The explanation was that 4 systems were involved in the booking process and it was simply an IT glitch.

Perhaps the reason for the US message was because I was booking from Canada.