Thanks everyone's advice. I also checked with trip.com and CX over chat. It looks like that the only way I can be absolutely sure of guarantee for the flight from HKG to ICN is if I book it from CX website one journey of LHR->ICN (in the case of multicity, still only specify LHR->ICN, and not LHR->HKG then HKG->ICN) then choose an available option that stopover in HKG. In this arrangement, the HKG->ICN would be considered a connecting flight and guaranteed. There appears to be a limited number of options on CX website on the combination/availability of the HKG->ICN flights (they give a number of combinations of both legs, not allowing you to pick each one in turn). In this way, I also need to expect that the check-in suitcase would be flew all the way to ICN (again, my understanding is that we can try to ask for the suitcase to be shipped to HKG but it will depend on the mood and ability of the check-in agent to change it from the default ICN to HKG). Naturally, another option is to plan a stopover of two days before going to ICN. We are weighting these options now.

Many thanks again for all the great advice. I have learnt a lot.