I want to go from Panamá to Turkey. There're direct flights of Turkish Airlines that are expensive. And there're flights Panamá -> IstambulIstanbul -> Baku
there're cheaper 2 times of the same airline. The transfer in IstambulIstanbul takes 6 hours.
Will it be a violation if I buy a ticket Panamá -> IstambulIstanbul -> Baku
and leave in IstambulIstanbul?