You do raise an interesting point flyingtonight
This wonderful travel Forum does contain a wealth of information, often repeated, but the search facility is very poor. I did search “ex-Europe” on the Forum on it created a list of 31 pages of threads on the subject.
All my longhaul is ex-Europe and mainly with OneWorld. I do this for 2 reasons, primarily for cost, and second for avios, which I am able to use for 90% of my European travel needs.
Ex-Europe tickets are certainly NOT illegal, you are merely playing the system. Although the airlines at one stage did try to stop people flying ex-Europe by telling travel in Germany, NOT to sell tickets when they knew it was being used as ex-Europe. With most tickets being bought via the internet, this is no longer a problem.
The most used starting points are Milan – Amsterdam – Dublin – Arlanda (there may also be others).
Simply use these airports as your starting point in which ever booking system you use.. including the airline websites.
Then separately, book your first flight out and last flight back to the UK.
I now book the first and last flights as single tickets. The current trip to BKK I am on, started at Heathrow but will end at London City.
Whether to out on the day of departure or the night before depends on timings.
I usually will depart from Heathrow taking the flight that then turns into the first part of my ex_Europe departure. At airports like Amsterdam, you just go up the airbridge and wait at the top for boarding to commence for the next flight. Always check whether you need to go through the airport system. However, if you tell the Cabin Crew what you are doing there are short cuts, especially for business class passengers.
Clearly you cant check bags in when you leave the UK for Europe. The answer is simple, if it is a same day departure and you are returning back to Heathrow to fly the longhaul…BA will allow you to check in bags for the long haul, even if you tell them you are taking a separate flight first. There is no need to store in left luggage.
One other point that I very nearly got caught out on recently.. is travel insurance. YOU MUST BOOK ALL SECTORS, including the separate London to Europe and Europe to London to validate your travel insurance. This is because as I understand, travel insurance covers trips that must start and finish in the UK. If you need to cancel an ex-Europe ticket due to ill health and for some reason have not yet purchased ALL sectors, your claim could be denied..
I hope this helps. if there is anything more specific please ask
and…. welcome to the BT Forum..