This is just a huge hassle which I encountered recently trying to book SFO-LHR-TXL using a GPU. UA would not sell a W through fare on EW, cheapest available was a Q at about $350 more than the W throughfare via FRA.

Could have booked it on separate tix for much less, but just not up for that hassle, especially at LHR. Carry-on only isn't really even an option for a multi-night trip given EW's 8 kg cabin baggage restriction.