I purchesed RT tickets from Manchester to Tucson with connections in Chicago each way. I bought early bird check-in for the entire trip. Now, I am considering going to Chicago another way, not utilizing SW Air but will keep the connecting flight to Tucson as well as the entire return trip. Will I lose the early bird benefit going out if I choose to cancel the first leg from Manchester to Chicago?
So if I understand correctly you would change the flight from Manchester-Tucson to Chicago-Tucson?
If you cancel the one way you will lose the EB check in
alternatively you could call Southwest and explain you want to change the outbound flight and they should be able to help and change that flight which you would keep the EB check in because changes keep EB as long as the change is to a flight more than 36 hours out.
They may have to split your RT booking in to 2 one way flights to make the change but then at least you would still have the EB.