Can't deviate on only 1 portion of a DH sequence (Front, mid, or back). Deviate on one leg of a front end DH, for example, and all front end DH legs are canceled. Including ground transportation. You get to keep the hotel if one is included. I believe you will get a nice warning screen advising you of that fact. Does not matter if domestic or intl.
Good question on not showing up for the second leg. Airlines might have a right to charge the fare they would have gotten for the part you flew. I have seen higher fares for EWR-MEM than for EWR-MEM-XXX. I don't know if audit would hold you responsible for that fare differential as a personal expense.
Can't cancel a ticket once you start flying it. It is all or nothing.