From reading this forum I think this is possible, but hopefully someone can confirm - as I have never tried to book anything like this before!.

I would like to book:
* LHR-XXX-YYY // XXX-LHR (open jaw)
* LHR-XXX and XXX-LHR on BA in First (using a GUF to book into A-class)
* XXX-YYY on another OW airline in Economy (using normal avios availability)
* All on one ticket so I can through check my bags for LHR-XXX-YYY
* All using avios

My plan for booking is:
* Book LHR-XXX-YYY as soon as the flight becomes available
* Call up to add XXX-LHR to the same PNR when the return flight becomes available

Question: can I also use a companion voucher for this, or does the inclusion of XXX-YYY on a non-BA carrier mean this is not possible?