Indeed, I didn't know about the "if you don't fly one part of the ticket the rest is cancelled" until I missed a flight.
Luckily it all worked out for me, and the situation was somewhat different (I wasn't trying an ex-EU dodge and the reason for missing the outbound was genuinely out of my control) - in my case BA were incredibly helpful and kept my return leg after I'd purchased the cheapest one-way I could fly to my destination and *then* discovered my return would likely be cancelled!