I received a reply from WN to my inquiry about the refundability of the security fee, which basically said "Huh?" so I decided to get some more information.
As a test, I made a points booking (for after May 9, 2017), and just tried to cancel it (more than 24 hours later), and the security fee shows as refundable.
I then changed the reservation to one day later (same fare) and then tried to cancel that reservation, and the security fee is still showing as refundable. So the limitation on refundability can't be that there was just a change to a booking, it must be more than that.
So, thinking it might have something to do with the "transition" to the new booking engine, I then I tried to change the booking again, to a date prior to May 9, 2017. On the final step, I received the error message below ("not enough funds"). I clicked through and then received the "undefined error, unable to complete transaction" message.
I went back to the beginning to attempt the change again, only now My Account > My Trips shows the
new flight, with a new confirmation number. At that point I received an email showing cancellation of the original flight. (Note that I never received any notification of the previous flight change.)
Trying to Change or Cancel that new flight generates the error below.
So, apparently, I'll have to call to cancel now.
What a complete cluster.
Edited to add: I just noticed that my account now shows a refund of the points from the original itinerary, but not a deduction for the points needed for the new flight. So who knows what will happen? Will the points eventually be deducted? Or will the new flight be cancelled? <rolls eyes>