I know everyone here is trying to caution OP in case of worse case scenario but -

I had an AZ ticket (their ticket stock) connecting to a separate DL ticket in paid J (but that was a special cheap fare).

The AZ flight was delayed and even though I didn't miss my DL flights, DL said they would take care of me if there was a problem.

I expect if Westjet cancels or delays, given it's DL stock from LGA, DL would work with the OP (especially as GM). While it's possible they could demand payment for a new ticket, as long as the delay/cancel is weather or on the carrier (aka not OP missing the flight), I see the chances of them demanding a new ticket purchase at less than 1%.

If stuff hits the fan, I think the OP should be nice to the agents either on the phone, or see an agent who knows what they are doing at LGA for IRROP assistance.

I don't think ticket price or it being a sale is a factor. Same with inventory classes. If there is IRROPs, they'll either override and rebook into the original class, or rebook into a higher class. That's for DL to figure out. OP don't be sensitive or feel a need to justify your pricing in any way - I've bought cheaper paid J tickets and needed IRROPs assistance. The most that happened was one agent commented that she wish she had gotten the same pricing, but she provided me with the same high level of IRROPs service I've come to expect despitedespite how much or how little I paid for the ticket.