Honestly this is the first time I've heard of anyone wanting to fly to the USA in order to buy a DONE4 here, given that it's one of the most expensive places in the world to do so (a little less than the UK it's true.)

If you fly to Sweden or Gibraltar and start a DONE4 there, you'll save around GBP1200 compared to starting in the US or the UK, and you won't have to worry about separate transatlantic tickets, award or otherwise, at the beginning or end.

As for trying to bypass Europe on an xONEx, resistance is futile.