Why not just book several tickets instead of the one? You should be able to get CLE-LGA as a one way, then book a roundtrip EWR-ORD, then a multi-city EWR-ORD and ORD-CLE. You'll actually get more miles splitting it out some (more 500 online purchase bonuses) and if you're a Travel Club member more of those $5.00 travel bank credits.