I was hoping someone could maybe come up with a solution for me on this. I'm looking to go from PHL/JFK/EWR (PHL is preferred, but I'll go to an NYC one if it means substantial savings) to KEF in October. One option is Icelandair, Non-Stop, from JFK/EWR for about $2K roundtrip in business. Granted, that airline's business-class is like a domestic US first class flight.

I'd prefer to fly on OneWorld though, both to have the better lounge options, lie-flat beds, LP earnings, etc.. If I just try to do PHL/JFK/EWR-KEF through AA or BA, the price is about $10K roundtrip in business, which is not realistic. However, when I look to book JFK/EWR-LHR, it's only about $3K and doing a separate LHR-KEF-LHR booking is about $580, so about $3,500 on OneWorld, which may be worth throwing in the stop at LHR (and giving me a day in London anyway). The problem for me is that this is then 2 separate tickets, and if there are issues, I can possibly get screwed, which I'd like to avoid. I've tried setting this up as a multi-city trip, and the pricing doesn't really change. Any thoughts on how to make this work to be on one ticket within AA/BA?

Thanks!
-Matt