I've tried something like this, routing to a destination about 400 miles away. The map offers me three route choices when I do that, and I can easily pick one of the three choices. But it sounds like you are not presented with that option.
So no, you are not allowed to have intermediate destinations. So I suggest routing to that internediate city, then, as you approach that city, route to your final destination.
If you like, you can provide feedback to Apple about this: