I want to fly IND-BUF r/t. Depart 6/29, return 7/9.

In the middle of that, I might want to fly BUF-IND r/t, say fly in 7/2, return 7/3.

Isn't this a nested ticket? Will NW do something I don't like, like cancel reservations or something like that? Should I book the middle flight on another carrier?