My case is very similar to the OP's hypothetical situation: I was to take a redeye on US PHX-CLT, connect to CLT-TPA, go to a Rays 1pm game, then fly nonstop TPA-PHX that evening.

PHX-CLT cancelled due to maintenence and the next flight I could get was in the morning, arriving mid-afternoon. I called US and they refunded the whole trip no questions asked. Only money I was out was the $45 game ticket.