Wirelessly posted (BlackBerry9630/5.0.0.591 Profile/MIDP-2.1 Configuration/CLDC-1.1 VendorID/105)
Any legitimate travel agency will not sell you a ticket with an "illegal" connection. I believe that the computer systems will prevent such bookings on a single ticket but it is possible to actually book such separately if so inclined.
As your travel agent Expedia should not have sold such if it was. DL was definitely not responsible for fixing the return. It would be Cape Air if they truly delivered you late or your agent for the hosed booking.
I have to wonder if the Cape Air agent in VQS messed up by not interlining the bags. Without that issue you would have likely been fine.