Book a one-way connecting flight through Dallas to somewhere no one wants to go or is cheap, don't check bags and just leave the airport. If you do this with any regularity the airline will get pissed, but for a 1 time thing where you aren't collecting frequent flyer miles they won't be bothered to do anything. Ideally to a location only served via Dallas so in the event of weather disruptions they still have to get you to Dallas.
For the return, book separate one-way. Will probably still be pricey but at least save in one direction.