"Usuario Invitado" skrev i meddelandet
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Please, help me in that question:

Suppose that I am flying Madrid-Milan-Athens, and return
Athens-Milan-Madrid with a low-price ticket, which does not allow any
change or cancellation.

If in the return trip I do not use the ticket from Athens to Milan,
because I arrive to Milan by another mean, does the airline
automatically cancel my ticket Milan-Madrid? This is what my travel
agent claims, since according to the company, if I miss the first
flight, I cannot take the second connection.

Right, the coupons in a ticket must be used in the order they're issued
otherwise the remaining coupons are automatically cancelled.
Technically you can drop the last leg and coupon/coupons in a trip without
problems but not the first nor anything in the mid.

If that's right, I imagine following trick:

A friend, who will fly the same schedule Athens-Milan-Madrid, would make
the check-in in Athens for me and for himself (I would give him an ID),
and get my boarding passes for the two flights. Then I would not take
the first flight in Athens (obviously I would be already in Milan).We
would meet in Milan and my friend would give me the boarding card for
the flight Milan-Madrid, and I would take the plane.
Would in this instance the airline cancel my second boarding card,
because I did not use the first one?
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Assuming your friend is checking in twice ? First himself and another time
with your id ? May work if have an outlook similar to you but there's
another check when boarding and no doubt one passenger must be reported
missing wich should trigger the security system. It's not unlikely they'll
unload the luggage and so on. When the identity of the missing person is
found it's quite likely that the missing persons booking is cancelled.
That said if the check in works, but if your friend is being caught with a
not valid id he have a real problem once again triggering security even
more.
Don't know so much of Greek legislation but I guess using another persons
identity is against the law. Where I'm (Sweden) there're harsh punishments
against such things so don't force your friend to do that trick.
L.P