Both LPA and EUN are in Europe. Canary Islands are southern most part of Spain. Morocco for OW purposes is part of Europe as shown below from the OWE rules:
The continent of Europe-Middle East consists of 2 zones:
o Europe (including Algeria, Morocco, Russia west of the Urals and Tunisia)
o Middle East (including Egypt, Libya and Sudan)
The reference to "
RTW must be ticketed by first operating carrier" is with respect to those itineraries booked/built using the oneworld online tool. I book AONEn trips with the AA RTW desk all the time with CX as my first carrier ex-HND.