I was able to book an open jaw version of this fare thanks to ITA matrix and its power tools. I managed to get MAD-LHR-LAX-SEA-LAX-LHR-VCE, January outbound and late June inbound, for $1439 with the LAX-SEA-LAX legs on AS flight numbers and the rest on BA flight numbers. Every segment booked into I except the last leg which booked in J. Great thing is that I'll be able to earn AS miles on this plus to 2 AS segments.
Thanks to everyone for posting their examples. Inspired me to book one, especially when I needed something to get back from MAD in January.