BA doesn't fly to Cape Verde.

Yes, MIA/JFK would work. Also it doesn't have to be East Coast or in the same zone - as Glibaliser says the 'open jaw' just needs to be shorter than both legs. So SFO/JFK would work, for example, as would CUN/JFK.

The 'same zone' requirement only applies if you want to change the routing.

[Edit: sorry I missed Globaliser has already answered that point.]