To answer your questions:

- It's the two of us travelling and we're considering AONE3, we don't want to sit far apart so is there any way to check that we can get preferable seats in F?

It really depends on the airline and the configuration.
On BA, QF and CX row 1 in the 747 is close enough to talk and very private.
The double seats in the middle are less private and very close to the aisle. BA and QF have similar seats, but especially the legroom of the first pair is not wide enough. On the 777 on BA there are also pairs of seats in the middle. Same on 330/340 on CX.

AA has pairs of suites (if you are lucky and get the suite configuration). They have some distance between the seats itself, more than CX and QF. If you are unlucky you get a coffin configuration with pairs of seats.

LA has two pairs of seats at the window and a middle seat. 340 seats are much wider than 767 seats.

You can prereserve seats. It usually works (except on LAN, where in around 10 flights in the last two years never got the prereserved seats).


- The ticket is planned to be ex-CAI (we're in HEL). If we want to visit DXB as well, is the only way to do CAI-MAD (and MAD-LHR with another ticket) instead of CAI-LHR or take some non-OWE return flight directly from CAI to DXB?
Looks like. I dont know any other way. Watch out: only two stops in Europe allowerd. So you could do a CAI-xMAD-LHR LHR-DXB DXB-aroundtheworld-LHR-CAI without a stop.


- We would most likely fly from Europe to NA, NA to SWP and from there back to Europe. From what I've read, it depends on the carrier and TA if they'll accept e.g. LAX-HKG-SYD (CX) instead of LAX-SYD (QF)? Is there any way to get from SWF to Europe, without adding Asia as a continent, using CX? I would like to try CX as well on the tour.

Dont know any. I did several of these tickets, never had a problem using CX via HKG. But this would be a 4 continent fare in any case. Why not stop in HKG and take some sidetrips (as long as you are not over the 20 coupon limit).
If you need more miles you could also do a
US-HKG-Asia-HKG-SYD-Australia-xHKG-LHR