Thanks, everybody. Wow... technical discussion there.
I really did not assume that the SSG option would work; I just saw it on the IB map and thought it would be good to try for if possible. I haven't called in my reservation yet.
TAP Portugal has some decent Africa coverage; too bad they are not OW. I'll be using *A RTWs as well, but to go out to Africa and back uses up a ton of miles. The segment system is definitely better for that kind of travel.
Back to St. Petersburg--
I see the FinnAir flights to HEL, but I was mostly wondering about the codeshare to BUD. It would be nice to go BUD-LED-MAD, but as it looks to me I can't take the BUD-LED flight.
If I head over there from HEL I probably won't use a segment and will go by train instead.