A3 can be booked easily OTP-ATH-XXX - but just not on their website as many connections are just not showing up! Best in my experience is just using Kayak to search for flights and then book at whatever OTA mentioned is cheapest for booking it (depends on payment method). Even though it is possible to search returns, you get better results when searching one ways (OTP-ATH-XXX) and then the return a day later separately. Especially if booked in advance low-season its easy to find flights to further destinations (WAW, LON) for 70 EUR or so one-way.
The only additional problem here is that on many days OTP is only served by one A3 flight, which leaves Athens in the early morning... Thus flying somewhere Saturday, only to return on Sunday won't always work as often a night in ATH is required this way (although in summer on Sundays there also seems to be a consistent evening flight ATH-OTP). So it might again require some puzzling! In the worst case, only the destination served by red eyes (Middle East/Caucasus/London/Iberian peninsula) or short domestic connections remain viable. Would make a hell (in a negative way! of a mileage run though, flying let's say on Saturday OTP-ATH-LHR, only to return on the red-eye to ATH and to connect back to OTP Sunday early morning... not the relaxed day/weekend trip away I try to make out of it.