(Looks like DavidDTW posted while I was polishing mine up. I think we're in agreement...)

That's a "multi-city" itinerary if it's booked on one ticket; it would be an "open jaw" if you flew LHR-ORD and SEA-LHR went between Chicago and Seattle some other way.

I'm suspecting that it will price out cheaper to book it all together since most one-way flights within the US are expensive (except the low-cost carriers; don't know whether they will help on this itin), plus you get more hassle from the TSA on a one-way ticket.