Interesting that the OP doesn't attach any blame to DL... given it WAS DL that caused his gamble on separate tickets to fail.
Everything else has been covered.... how TA's have control of the ticket..(regardless of what they might claim!)...that as far as LH was concerned he was just going to no-show....
...so I'll just add..in case he wasn't aware...that (absent prior changes) ANY airline will cancel the second/return leg after a no-show. Not just LH.