Thanks so much for your thoughtful reply Mwenenzi . I am thinking its just about OK because:

a. its not using the same two airports in the same direction (e.g. LHR-DOH twice)
b. Its not stopping in the same origin country more than once (ie. Sweden or Norway)
c. Its still only 2 stopovers within the origin continent
d. as you say I believe there is an exception where you are allowed to cross from Europe/ME to Africa once in each direction (see shouty rule quote below)

"ONLY ONE INTERCONTINENTAL DEPARTURE AND ONE INTERCONTINENTAL ARRIVAL PERMITTED IN EACH CONTINENT EXCEPT AS FOLLOWS -
1. TWO PERMITTED IN NORTH AMERICA.
2. TWO PERMITTED IN ASIA.
3. TWO PERMITTED IN EUROPE/MIDDLE EAST FOR TRAVEL TO/FROM/VIA AFRICA. IF TRAVEL IS TO/FROM EUROPE IN BOTH DIRECTIONS ITINERARY MAY NOT INCLUDE MAURITIUS/SOUTH AFRICA."

The AA desk did OK this itinerary. However, it may be that you are meant to come back to your origin airport straight after the trip south? (I can't see this in the rules though, therefore dare I say the BA desk may have been wrong? We will find out.. )