Given the situation you describe, you should have no complications.

Now, if you had different airlines *within* the outbound or inbound flights, that could be a very different story. (Protection for late or cancelled flights, checkin procedures, having a long trek in and out of security for your gates, etc.)

But as long as you're with the same airline going out, and the same(but different) airline coming back, I don't see any problem except maybe making sure all of your miles post correctly.