One thing to note is that DL,I am pretty sure of this, has a surcharge of sorts for 1-way awards from Europe.

If doing a complicated award booking for two is beyond your abilities it may be wise to use an award booking service. It can be a relatively small price to pay to get some prime options.

A friend of mine flew into Dubai and flew out of Abu Dhabi during his honeymoon. Two nights in each and rented a lurcury car for 24 hours as part of it to get between the two cities. Something like this may appeal to you or maybe the helicopter or boat city transfer.