Thanks, that worked and cost no more in points or taxes, etc. than a direct flight. Weird.
Also discovered that where there is a U (J award) seat available and the domestic connection for U is J, then the domestic connection for P (F award) is also J. If the domestic connection for U is Y, then the domestic connection for P is also Y and if U isn't available, then the domestic connection for P is Y too.
Not by any means an expert, but I have yet to see an instance where P gets a J domestic connection, if U isn't available or U's domestic connection is Y. This is in spite of U seats being available via a separate booking.
Bizarrely booking a multi-city MEL-SYD U and SYD-LHR-MEL P, costs the same in points and taxes as a MEL-(SYD)-LHR-MEL P with the MEL-SYD connection in Y and $12.40 less in taxes than a MEL-(SYD)-LHR-MEL P with the MEL-SYD connection in J.
So the lesson from this is, if you can't find a direct flight use multi-city, and if necessary, grab a J domestic connection and it should be no more expensive than a flight that includes a Y domestic connection and could actually be a bit cheaper than a flight that includes a J domestic connection.