Another thought: Do you face extra scrutiny or trouble with security
if you use two one-way tickets instead of a multi-city trip?
Maybe. But I would not let that dissuade me from booking one-way awards (most of my flights are booked that way).
Some people have reported getting the dreaded "SSS" (intense screening) after booking multiple one-way trips...but in most cases, that was reported by people who had one-way bookings to Istanbul. Why? Because 1) Istanbul was the longstanding "hub" and entry point for western recruits to ISIS/Daesh/"Islamic State" (they would fly to IST, make their way to Turkey's southwest, be smuggled across the border into Syria); 2) "One way tickets" have a bad reputation, dating from the 9/11/2001 terrorist attacks in the USA. It seems Al Queda is cheap, and didn't bother paying for round-trip tickets, just "one ways."
Incidentally, having no checked bags for long international flights used to heighten your security profile a notch or two (the idea being that only a terrorist on a one-way trip to heaven would leave their heavy bags at home). But ever since the airlines started making checked bags a profit center, that theory has gone by the wayside.
Passengers who encountered frequent SSS screening after their one-way tickets to IST complained (understandably, since some were getting SSSed over and over and over), congresspeople were alerted to the issue, and it seems to have "gone away." I fly almost always on "one way" tickets, and it's been a long time since I won the SSS lottery (I've even flown one-way to Istanbul, and have not had any extra hassles since then). I would not worry about it, there are more likely things to worry about.
Terminology warning: Many frequent flyer systems allow "Multi-city" award flights (and those can sometimes be great deals).
As an example, last year I booked SEA (Seattle) > IAH (Houston) on United, IAH > IST (Istanbul) on Turkish, with a week-long stopover in Istanbul, then IST > MLA (Malta) on Turkish, with a 10-day stopover in Malta, then MLA > ZRH (Zurich) on Swiss, ZRH > YUL (Montreal) on Swiss, and YUL > SEA on Air Canada. I got that for 125,000 United miles + $87 in fees, per person. And that was in business class on all the flights except the first SEA-IAH outbound leg. Heckuva deal!
So, while booking "one way" award tickets is often the right way to go, you can also put together a "multi-city" itinerary. It gets more complicated quickly, but when you can make it work, you can get some awesome deals. So don't assume there are no "multi-city" award flights, there are.