As has been been mentioned, UA does a more exhaustive check of fare rules, especially fare compability, and some of that is not done until last step when it tries to pull the inventory on the other carriers. Intercarrier fare rules can be very complex

I have had this happen with multi-city when search directly with UA.com and UA honored the fare. Note it would no show via the normal search, just multi-city. The factor you started with GF and skip some UA ticketing validation steps, UA would not be inclined to honor the fare.

Multi-city is a great approach but expect these sort of issues from time to time due to the complexity of fare rules. Many times it works out, but not always.