Originally Posted by
tusphotog
You bet.
Dec. 5 MCO-MDW flt 1423 dep: 3:10pm arr: 5:00pm
MDW-TUS flt 422 dep: 6:45pm arr: 9:10pm
I've done a routing similar to this using half of a RR ticket so I know it can be done. Not sure why this particular one is giving me trouble. Maybe Southwest thinks I'm nuts for doing this?

The problem here is that this is not the most direct routing. You can fly MCO-TUS via LAS or ABQ on "standard" routings. The RR rules explain it:
"Unscheduled routings must be built using the most direct routes and the first available connecting flights."
MDW is a little out of the way when going from MCO to TUS.