DL may toss you a few miles by way of a customer service gesture, largely depending on your status. I would be surprised if it's anything much, particularly in light of the tone of your complaint (which may well cause them to simply send you a generic "sorry, but tough" response with no gesture at all.

Bottom line here is that your first flight cancelled due to WX. That happens. Your next flight was a bit late and you misconnected. At T-15 your connecting flight closed as per DL policy. You were then placed on standby and almost made it. But, you didn't. Those are the risks of standby.

If DL got to the point of threatening to call security, there must have been more to the interchange than you've reported. But, that will make it's way back through the crew report.

Unfortunately, full flights and a bit of WX can translate into lengthy delays. Your travel insurance ought to cover the hotel + meals, so you shouldn't be out of pocket.