An alternate, though slightly more expensive version would be to buy a separate ticket JFK-YYZ. Then buy a RT YYZ-LGW-JFK-YYZ. As long as you don't have checked baggage, you can just get off in JFK. Alternately, this routing might allow an exteneded stopover at JFK. So, to make it totally legal, buy the first ticket as a RT JFK-YYZ-JFK (could be in the $200 range)with a return on a date you would take your finaly segment JFK-YYZ from your extended JFK stopover, and treat it as a day or weekend in YYZ.