I tried doing a multi-city combination similar to what the OP wanted on the website earlier this week. No can do - the website can't do it correctly, and neither can the agents on the phone. And believe me - they were as stumped as I was as I read the fare rules back to them and they confirmed that it should combine correctly.

I suspect the combination rules/constraints for PEY fares aren't correctly coded in the backend system (i.e. what the rule text actually says doesn't correspond with what has actually been coded into the system), which results in even the phone agents not being able to get the fares you want.

And they wonder why PEY is selling so well...