Basically this is the right idea. seats.aero, I believe, only gives connecting route availability if it were sold like that by the respective FF programme.
It's usually better just to research the availability of each segment, then piece it together. But of course, sometimes seats.aero doesn't quite get it right (especially when seats.aero draws on its saved searches information rather than live data), so it always pays to check the relevant FFP's page for availability.
When seats.aero returns connecting options, it is surprising what it can return as options (much as what some of us see in some searches, e.g. on QF or VA, from triple segment head scratchers to the chestnut short segment in J and longer segment in Y options)