Has anyone tried it? Any phantom ticket problems?

I am trying to book LAX to Macau (MFM) through TPE. I have read somewhere that I shouldn't use Avianca to book multi-keg flights. Is it true?

This route is not available on any other airline loyalty program so Avianca is the only game in town (other than BR's own program). What gives me some confidence is that the LAX-TPE route is a code-share flight with Avianca.