I think someone had a similar issue with a non-stopover allowed routing BKK-HKG-DXB-BKK which wouldn't price as the rules did not allow for the HKG stopover.
If you really must have this all on one itinerary, I would contact a travel agent who may have access to fares (and the energy) to construct something which allows for your KHI stopover without paying for expensive one-ways or IATA YY fares.