Issue is that I can't buy the itinerary I want using online flight booking services. For example: If I fly from YYZ to CNF, I get outgoing flights such as
YYZ -> MEX -> GRU -> CNF (Using Air Canada and then TAM interline connections).

Then, the only return options I get are CNF -> GRU -> MIA -> YYZ all on TAM and then AC flights.

If the outgoing flight is AA YYZ -> MIA -> CNF, then the option for return flight is AA CNF -> MIA -> YYZ which is the return itinerary that I want.

A series of one way tickets won't provide me any protection if a connection is missed, but a single ticket (with interline flights) will provide protection as well as hopefully be a little cheaper.