Hidden City Classic Reward Booking - Risks?

[myfavouritescar]

Hi all,

I am looking at trying to make a Classic Reward booking but wasn't aware of the recent release of tickets, as a result the flights I was going to book are long gone.
For whatever reason I can now find the flight I want as part of a longer itinerary in what I believe is called hidden city booking.
As an example:
I want to fly Sydney-Kuala Lumpur - no classic reward available.
I put in Sydney-Bangkok - suddenly I can make a classic reward booking for Sydney-Kuala Lumpur-Bangkok.
Obviously booking through Qantas, but both flights are on the same partner airline. As long as I book my return flight on a seperate itinerary is there any risk/issue if I don't get on the second flight? Could I still book my return with the same airline just on a seperate itinerary or am I burning a bridge with either Qantas, the actual flying airline or both?
I'm assuming I would have to travel with hand luggage only which while not ideal I think I could live with. I'd also try to find an airline service desk and notify them I'm not getting on the second flight - can I just tell them I'm not boarding or do I need to provide an excuse?
I'm usually very much a rule follower but I'm a bit stuck with zero flexibility on the date I need to fly and if I can't find a flight I will need to can the whole trip and am unlikely to be able to organise anything else in the time frame.

Any tips or advice are appreciated

 

[Hvr]

Obviously you can't take luggage as you've noted.

You may have trouble at KUL immigration. They won't be expecting you.

Not taking a booked flight, especially avoiding the second leg, is cause for great concern in some countries.

I don't see it as worth the risk.

 

[SYD]

I assume you’ve tried the “multi-city flights” search just to be certain? There’s also a bit of CX availability (obviously via HKG) if that helps.