The part that makes it coverable IMHO is the fact that the intercontinental leg and the domestic leg were two completely different tickets. I think you would agree with me if the question had been different: if I had booked a flight to Paris, then a train from Paris to Lyon. Due to weather I was late to Paris and missed my train and had to buy a new ticket because my original fare was nonrefundable.

If that makes sense as coverable under insurance, then it should still make sense if you change the second leg's mode of transportation from rail to air.

Or are we still perhaps talking about different things?