I can sympathize with your situation, but the fact is that you made the first mistake and were basically asking United agents to violate company policy. While you could argue that common sense would suggest one thing, I cannot fault the agents for following protocol in not letting your child check in and board the flight. I have no idea if calling the police to put your son in their custody is policy and can't comment on that, but glad you were able to put him on a different airline to get home.
I don't think you're entitled to any sort of compensation, but wouldn't be surprised if they offered you some miles or voucher as a goodwill gesture. If you're really interested in getting reimbursed for the DL flight, I'm sure some local news station has a consumer advocate segment you can contact with your situation. Here in Chicago, the local NBC affiliate does this with a segment called "NBC5 Responds".