Welcome to FT, arrowhid!

You'll obviously need to check with BMO what happened here; we simply have no way of knowing (perhaps the ticket was never issued, perhaps there was a problem with you account, etc).

Two other things which you may not want to hear...I think it is highly unlikely that BMO will compensate you at all for consequential damages (whether or not it's their fault doesn't matter, no one pays consequential damages), and secondly, you technically didn't have a connection, you had two completely unrelated flights. The fact that you didn't show up for your second one means you almost certainly lost the value of that ticket as well.

Have you checked with your travel insurance provider on what they can do for you?