Purchases from some OTA's come with a generous refund window on the purchase of a non-refundable ticket that would be an advantage to using them vs booking directly. Expedia's is 24 hours and Priceline's is until 11p of the following day (please confirm).

AA offers to hold tix for some period (24 hours?), which is a comparable alternative, but most other airlines don't. Also worth noting that I purchased last minute tix for a funeral. They were non-refundable, direct from three airlines because I used skiplagged. I was unexpectedly unable to use them due to a family member's medical emergency, so I'd written off the tix (no trip insurance), but my travel companion wrote the airlines explaining what happened (Delta, AA, and West Jet) and the former refunded the ticket, while the latter two gave full credit, valid for 1 year.

Bottom-line, there are pros and cons to both, so the type of issue causing concern would seem determinative of which makes most sense. If it's after the initial refund of non-refundable ticket window, buying direct seems to be your best bet.