my little story:
Received email from Expedia.nl that tickets have been changed. I called to cancel but they told me to call AZ because ticket was under their control. She could cancel but that would cost me 200 EUR. Was not really willing to call but was also curious. AZ told me (quick call, no waiting) they cannot do anything as the ticket was issued by Expedia.

Back on the phone with Expedia. Got another unhelpful agent who also lied to me: told me that payment was to AZ, only booking costs to Expedia while I was looking at my Amex screen telling me that all charges were by Expedia as merchant. Then she said she cannot cancel (another lie it turned out later). I thought this was a good time to contact Amex and ask how to proceed.
The Amex lady told me that I need to cancel, get confirmation of the cancellation and if I don't get the refund according to T&C's of ticket and of Expedia, I could contact them again for a chargeback. She said if any refund is not there after 15 days contact Amex. I contacted Expedia again and now I got a helpful agent. She tried to cancel which worked for 1 booking for my son and me but not for my wife's booking. They need to contact AZ again to complete the process. Refund can take 2-12 weeks but I will call Amex after 15 days.