Just book your outbound and return together, if you can. Codeshares should help, I flew Condor to Frankfurt, and Westjet from Paris on one ticket. That saved the Condor almost the same price for outbound as return price. This way, if something happens with the airline, you are still their responsibility to get home.
The only issue booking inter-Europe flights separately is if there is a delay and you miss your separately booked flight, that's your problem. But if you are just flying to London, you have loads of time to figure out how to get there. Plus, tickets tend to be cheap so a loss on one of those is less of a big deal.
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