No matter how you route it, mileage is counted stopover-to-stopover so PHL-KEF is 2680 miles whether you do PHL-DFW-LGW-KEF or PHL-ORD-LHR//LGW-KEF or PHL-LAX-HKG-LHR//LGW-KEF (ok, that's pushing it), or whatever.
You could do something like:
PHL-DFW (AA)
DFW-LGW (AA)
LGW-KEF (BA)
KEF-LGW (BA)
LGW-MUC (BA)
MUC-HEL (AY)
HEL-CPH (AY)
Then
CPH-LHR (BA)
LHR-ORD/MIA (AA)
or
CPH-MAD (IB)
MAD-ORD/MIA (IB or AA)
Followed by
ORD/MIA-PHL (AA)
You'd need to make sure that the connections really work and, of course, that there is award availability on the days you want. Have a nice trip!
Michael