I would be interested to know if there is more recent case law about connecting flights. A quick scan of blogs suggest a 2013 ruling means connecting flights departing the EU are covered by EC261 Regulation, with regard to the delay to arrival at the final destination. This ruling states that there does not need to be delay on departure for EC261 to apply: http://europa.eu/rapid/press-release_CJE-13-18_en.htm