This subject of the “4th leg/sector” has been discussed many times before on other threads.
A ticket is priced based on all the sectors.
Sectors can not be flown, usually, (exceptions have been made) out of sequence
If you fail to complete all the sectors on the ticket, the ticket can be repriced resulting in a very nasty shock on your credit card.
In other words, yes you can get out at LHR, yes you do not need to fly the final sector, but be careful, becasue the airline is able to reprice the ticket.
In practical terms, most of the ex-Europe fares I use are not only cheaper than ex-UK, but also more flexible. So I change the 4th sector before my return to the UK, to use as the first sector of my next trip or if I need to go into Europe before a long haul, I will use the 4th sector then and take a chepo Easy flight back.
I do not know of anyone that has had a ticket repriced for not using all the sectors, but I am sure eventually someone is going to confirm that they have had the nasty charge card shock!