I am under the (perhaps incorrect) impression that you can't add another ticket to a PNR once it is established - in particular as you will then suddenly create things like being protected in case of delays without actually buying all flights on one ticket (but maybe I am completely wrong here and the protection is only valid for flights on the same ticket, not the same PNR). And mentioning expedia made me think it would be pretty difficult to get anything out of the ordinary done with them. But by all means give them a call and check if it is possible.