welcome to FT

(1) most change fees -- at least in the US -- are now closer to $200 than $50
(2) if you will be checking baggage, the airline will not short-check to the connecting airport (in other words, they will only check it all the way to your ticketed destination)
(3) in the event of IROPS (irregular operations -- weather, maintenance, etc), the airline is only obligated to reroute you to your ticketed destination, which may or may not be through the same connecting city

in any case, you should contact the airline by phone or in person at the connecting airport to let them know your plans have changed unexpectedly; that way they can at least put your seat on the last segment back into inventory