Best DIRECT FLIGHT Beach?

I went to Iceland earlier this year and looked into doing something similar. There's a budget airline called PLAY that goes to Iceland but only operates from a few east coast based airports in the US. I found it'd be cheaper to fly one-way to one of those and then use PLAY to get to Iceland. But I eventually backed out and paid more for a normal Delta flight out of DFW (AA doesn't seem to fly to Iceland) because the other itinerary just had sooooo many places things could go wrong and was entirely unrefundable. I also checked if flying out of Houston was cheaper to get to Iceland, and it was, but not so much cheaper as to offset my cost of *getting* to Houston. So I just ate the cost of the expensive Delta DFW ticket and tried to ignore my jealousy at other people in the US who could fly there for half the price. But I'm willing to keep checking out stuff like this in the future to see if I can save money. I think there's some scenarios where I would be flexible enough to take the risk, and I'd be more likely to take the risk if it was a massive savings.