Way to go!!! Even though different airlines are involved, the recorwill most likely cancel if you don't show for segment one.
Last year, I noticed that one could purchase a roundtrip first class Europe-LAX-Europe for about $4000 versus about $7500 going the other way. I thought, "Hmm, if I buy that ticket, I could take the segments out of order, and start my trip in the US." But when I asked reservations about that, they told me the rules were different for international trips, and I would not be able to do this. Now I don't know if the rules are true of not, but I didn't take any chances.
On another note, I still needed to fly Europe to LAX. LHR-JFK in First was about $4500. But Pisa-LHR-JFK-LAX in F, C, and CONCORDE was $4100. What a trip that was, albeit expensive.