The routings you propose are "Illegal" as far as the CO Contract of Carriage. You won't go to jail, but you run the risk (Some would say slight) of losing miles/elite status.

What you are proposing is "Back to Back" ticketing. Normally this proctice involves just using the outbound portion of each ticket to get around the Saturday Stay requirement. Since you are planning on using all four flight coupons, I guess this may be called "Nested" ticketing. Which is a fancy term for avoiding the Saturday Night Stay rule.