I searched for an award on JAL, HND-ORD. No go. But there was an award HND-ORD-EWR on the date in question. I booked it since any award to the DC metro area does not route on JAL. Instead of taking the train from EWR to DC, I want to cancel the last segment after arriving in ORD and fly on a separate ticket to DC. I will check 1 bag in HND, but since I have to collect the bag in ORD, is there an issue if I then cancel the last segment after collecting my bag?