The offline version of the RTWMC seems to have problems in recognizing connections when they are perfectly fine. Try to load your itinerary in the online version
http://804.flightlookup.com/rtwmc-web/rtwmc.php, which usually has no bugs regarding the connections.
You can backtrack within one continent as much as you like on a RTW, as long as you follow the rules regarding transfers and stopovers.