LAN is notorious for major schedule changes when booking months in advance. For non-agency booked reservations, if you push the issue - I suggest an email to customer service, and tell them what happened, and tell them what you want, politely, with no demands for compensation, etc., they will probably accommodate you. Since you used Expedia, it did (properly) act as your agent and made everything right.
This post is also a good lesson in whenever possible, having complex itineraries all on one ticket whenever possible. It means you have been sold a certain routing with certain stops, as opposed to doing it on your own, where you can end up escrewed should something happen on one itinerary such that it misconnects with another one.