There is no way to drop a segment without re-ticketing and paying the change fee. If you no-show, the remainder of the ticket automatically cancels.

You also cannot attempt to board, then de-board with drawing a whole lot of attention. If the manifest says there's 100 passengers and they only count 99 on board. They will delay every person on board as they try to sort it out. They will then cancel the remainder of your ticket and who knows what else.

If it had been the last segment of your ticket, you could have skipped it and not faced any other problems.