Right. CWT has a PNR that represents a record in their system, and then they will create records as necessary with the GDSes for each travel partner on the itinerary. But they’re not going to create multiple UA PNRs for a single reservation in their system, even though it’s likely possible to do so in theory. I’d be surprised if you could even find someone at CWT who knows how to create a PNR on a travel provider’s site — their interface is with their system, and the back-end integrations are transparent to the booking agent.
You’d create a mess. By paying UA separately from CWT, you’re asking UA to take over the ticket from CWT. In theory, UA publishes it back to CWT, but they’re not really obligated to do so, since you’re taking your travel agent out of the loop. Getting CWT to pull it back and still preserve your upgrade seems like a hassle.
Furthermore, it won’t solve either your pricing or your multiple-PNR issues. The fare for the third leg is still going to have to be combinable with the fares for the other two legs, and it’s combinability issues that are likely tripping you up in the first place. And, CWT won’t create a separate UA PNR; they’ll go back and update the first one. Furthermore, they’re extremely unlikely to issue a new UA ticket and put both tickets into the same PNR (which would probably give you the MilePlay behavior you want); instead, they’d reissue the existing ticket. This is standard practice across the industry.
Booking each leg of your trip into a separate CWT PNR will do what you want, at the cost of additional CWT booking fees (if applicable) and potentially a hassle when you file your expense reports and/or get audited and have to show compliance with policy. Short of that, I don’t see another alternative, although I’m open to suggestions.
What’s happening here is that if the seat assignments are all the same, CWT is collapsing them into a single segment when it communicates that to UA (or UA is doing so when pricing it; one or the other). If not, it’s showing up as multiple segments.
The fare is different because certain taxes, plus the passenger service charge, will not be collected for the intermediate airports when they’re internal stops on a single segment.