What are the disadvantages and risks when we purchase our tickets from a travel agency web site (Expedia, Kayak, Orbitz, Priceline, CheapOair,...etc.) vs from the airline directly? When the flights are canceled or delayed, does the airline give the customers who purchased directly from them higher priority to reroute them ?

If unfortunately, we have to cancel the trip, is it very difficult to get a refund (after penalty fee) from Expedia, Kayak, Orbitz, Priceline, CheapOair,...etc.)?

Thanks in advance!