Like Hilmar, I don't think they can do anything before you actually skip a leg. So there could be consequences afterwards (the first one being that any further legs, like a return flight, on the same ticket will very likely be cancelled, but others could be bans, cancelling miles or your frequent flyer account, etc.), but I don't see how they could deny boarding for this reason.
Actually, in some places, like flights covered by EC261 and its copies, it would be illegal and you would be owed a refund and compensation in case of denied boarding if you meet the criteria.
However, the usual hidden city ticketing disclaimers apply:
- You should of course have the proper documentation to enter the destination country on the ticket: either have visa-free or visa-on-arrival entry for your citizenship, or have a visa. Depending on the country and your citizenship, you may also need to show a return or onward flight from that country.
- You should note that in some circumstances, carry-ons can be required to be put in the hold. This is a lot more likely for short haul flights on narrow bodies (where overhead bins will not have enough space), but it's probably not impossible on longer flights. When that happens, there are cases when they will give you back your carry-on at the gate (or directly at the plane) at the end of the flight, but there are cases when they you will get it at baggage claim, and in that case, it will sent to your final destination.
- In case of disruption, the airline could reroute you via a completely different route which does not involve your original connecting airport: they have a duty to bring you to your final destination, not to that connecting airport.
Edit
Now that we know the itinerary (Mumbai-London-Nairobi-Mahe with Air India and Kenya Airways), a few additional comments:
- The itinerary is indeed very far from being “natural”
- It is not available on many of the search engines, but is available from a few of them, and from the Kenya Airways website
- IMHO, this is an error from Kenya Airways: they probably wanted to include some combinations via Dubai, but ended up adding this routing.
- There is a strong possibility that either airline could either cancel the ticket outright (if they even issue it in the first place), arguing not that you are attempting skip lagging, but that the ticket was issued in error, or, alternatively, that they reroute you to a more direct route. Since this would nearly certainly be quicker, it may be difficult to argue anything against the change, and now you end up with a ticket to Mahe which you can’t get a refund on and which doesn’t get you anywhere near London.
- Even if nobody notices in advance, this is quite certain to raise quite a few eyebrows when you check-in. While I still don’t think they can refuse boarding, they still have the option of rerouting you at the last minute.
Altogether this seems like a risky plan to me, but it’s very difficult to guess how this will go.