So, to my surprise, the agent was able to cancel just the outbound segments, retain the return segments and keep the same PNR. However, it took a long time and required the agent (who was very helpful) to contact another department, which suggests it was not easy.

I've now booked the outbound on a separate PNR.

Even if separating the outbound and return segments could have been done later, it's peace of mind for me to have it done now. I've read one too many horror stories of transactions like this going away and an important flight not being able to be recreated.