I think under EU rules - nothing.

If it was CGN-LHR or LHR-ORD, then you might have a case (TBH, you'd have a heck of a time getting anything on those filights, even if delayed, anyway).

But once you landed in US, there is no obiligation, as you have flown the 'EU' segemnts.

Even if you have a claim under EU rules, they fullfilled them - the rebooked you on the next filight and provided hotel and meals.

So I would chock it up to stuff occurs and move on.