Yes, yours. I don't mean that to sound uncaring or unsympathetic but it's tough to avoid that when posting on the web. I do have sympathy for the fact that the political situation in Bahrain has messed with what sounds like a lovely family holiday.

If you book two separate flights on two separate tickets to get from A to C (via B), then it's your responsibility to ensure that A to B and B to C correlate with each other. Neither airline nor your insurance provider will or should take responsibility I'm afraid.