Whats the Problem with this DONE4
 

LHR-GRU-SCL-BOG-SCL-GRU-JFK-NRT-PEK-HKG-AMS-AMM-DXB-LHR

On the OW booking tool I get a warning message about the last segment of my itinerary. I thought I could make 4 segments in the continent of my origin (without passing in my origin country), isnt that right?

Tks,

ps: DONE4 and not DONE3 as mentioned above.

Yes, you can have up to four flight segments in your continent of origin
BUT you can have no more than two stopovers in your continent of origin
Is that your problem? (are your stops in all of AMS, AMM and DXB more than 24 hrs - if so you have three stopovers in your continent of origin and that is not allowed)