I would recommend you make your whole booking under one ticket (not get a connector).

E.g. on random dates you can get LHR to MLE business class for about $3k roundtrip https://www.google.com/flights/?f=0&...;sc:b;sd:1;t:f

I know you booked first-class to dubai on a companion fare, but think about it - do you really want all the hassle and risk of missing your flight in this unprotected connections during covid times? Isn't it better to just pay the $3k (which you seem to be able to afford) for a full return ticket even if it is business class and not first?

Even if you pay the cancellation fees on your current booking and then rebook everything in business it will come out to be better.