Based on what you're saying I'm guessing you're trying to combine an AA-only dynamic priced segment(s) on one of the legs with a partner award on the other legs of the multi-city search.

If that's the case then these two award types cannot be combined on the same PNR. That's why booking everything separately works fine, and when you initially search multi-city it will appear to work ok, but aa.com will error out once you click through when it tries to combine everything on the same PNR.