I threw BA into the mix, cause the AA reservation system did return DFW-YUL-LHR-CAI as an option. Again not sure if the award ticket could go that way, but the paid ticket could

on a side note, it also returned DFW-LGW-MAN-LHR-CAI and another strange possibility of DFW-LGW-ZRH-LHR-CAI. Both of those are very interesting ways to avoid taking the shuttle between LGW and LHR