It's a shame you didn't book on a European airline. If you had, you'd have been covered for EU-261 compensation. As it is, flying a non-European airline, that only kicks in for your flight out of Europe.

As it is, you'll need to speak with your travel insurance provider, to see if they'll cover it, and to your airline to see if they will. Otherwise, delays can and do happen, so make sure you have a backup plan / decent insurance / regulatory protection / more than one of those!