I believe this was actually a legal connection. (Check your SJU minimum connection times, specifically for 9K connections to other domestic flights...)

It was probably not an advisable connection.

Bag should have been checked through by 9K.

10 minute delay may have mattered here, if the flight was on-time and bag checked through perhaps it would have been possible to make the connection.

Sorry this happened. And that everyone was confused @ SJU. If this was a legal connection, then Expedia isn't at fault. Delta certainly wasn't responsible. If CapeAir refused to check your bags through and arrived 10 minutes late I'd probably have gone to them for reaccomdoation, though I recognize they may not be the best at such situations.

Glad you made it home!