Nested round trips?

I am planning an itinerary BOS-ATL-OKC-BOS with 3 days in each destination. I would like to use an Amex certificate; understanding that these can only be used on simple round trips, I would need to separate out either the BOS-ATL segments or the ATL-OKC segments for certificate use. Does the fact that in either case there would be nested segments (the BOS-ATL RT prices out at somewhat less than the sum of 2 one-way segments) raise any flags? Also, if the return OKC-ATL-BOS is on 2 PNRs, will baggage check through from OKC to BOS be allowed?