As your flights were operated by DL going to the UK then EU261/2004 delay / downgrade compensation does not apply.
However various US Department of Transport regulations could apply but I'm not au fait about all the details or even if they apply to your case. It depends on what caused the delay to your YYZ flight.
VS are not to blame here. DL owning 49% of VS is neither here nor there. They are still separate companies and VS were correct to forward your complaint to DL - that is not hiding behind each other.
Was flying to JFK even an option though? You don't give flight numbers or times which makes it hard to look at what alternatives might have been available to you.
This may also be better moved to the DL forum as it was DL that caused you problems. I've alerted a mod to see if they will do this.