@ UA Fan - you most likely will be fine - skipping a last leg once and a while never created trouble for me. Flying hand luggage and taking plenty of time for the switch to your LHR flight is essential though (you need to check in again etc. and obviously have no protection if your DFW-CDG flight is late). Further there is this remote possibility that DFW-CDG goes IRROPS and then they may offer you a MAD flight via a different place as Paris.