Marlow, it is just you. Cannot believe that in your first posting to the board you have enough background and experience to be critical of other posters.
Alex, the prior postings are accurate relative to what will happen if you try to cancel in advance. That is just the rules and common to all airlines especially when you buy the cheap ticket. But security is one of the driving factors. When a passenger doesn't show for a second leg the concern is that his checked luggage may have a bomb and he got off to live another day.
But as someone else posted, it may be possible to game the system if you are a little creative. Two years ago son and girl friend flew to Paris via Amsterdam but want to get off at Amsterdam. They planned for it by taking only carryon. In Amsterdam she faked an illness with the need the rest in the terminal for a few hours. The gate people were very polite, understood her situation but advised them that they would be responsible for obtaining a later flight to Paris but assured them that it would not affect their return flight from Paris because of the "emergency." They had not checked any luggage for everyone was happy and 30 minutes she had an amazing recovery.
Alex, the other thing, I have never heard of non-refundable hotels and train tickets. I suppose under very special deals that might be the case but I would focus on the hotel and train. During 300+ days through Europe we have always been able to change hotel and train reservations very easily. May lose the seat reservation fee but that is a very small amount.
The other thing I noticed is that standard policy becomes ridiculous when it is contrary to something I want to do for my reasons. Probably need a little change of attitude to make this work a little better for you. If you cannot go with flow, Europe can be frustrating at times. Most Americans are used to the idea that the customer is always right. At times that is not true in Europe.