Different situation but potentially illustrative.

I needed a last minute flight DCA-SEA-YKM-SEA-DCA, redeemed AA miles for an F award on AS. Problem was that DCA-SEA-YKM was available and SEA-DCA was available, but not YKM-SEA. So I purchased that short segment. Did it all through AA, and it was all on one PNR.. both the award and the paid segment.

Wanted to be sure of protection in the case of a misconnect... the YKM-SEA was full Y, and only AS flies the route, so it wasn't so much protection for that segment as much as protection for the ongoing SEA-DCA leg.