Firstly, welcome to FT and the BA Board!

Generally, the companion voucher would cover your feeder flights assuming they are all on BA.

It gets a bit tricky when you add in the domestic US flight which can't be used with the companion voucher and therefore I would expect would mean you can't book all on one booking.

You can't create separate redemption bookings for your inbound and outbound as you can't use the same voucher on separate bookings (even if it's for the same open-jaw itinerary)

Therefore I expect the best you will get would be the BA sectors on one booking (and therefore one companion voucher) and the internal sector separate. You may to call for this as it's an open jaw.

Also, you know that redemption availability to MCO tends to be very sparse? It might be an idea to look at JER-LON-NYC return with your voucher and then book an internal return to MCO?