Moderator, Iberia Airlines, Airport Lounges, and Ambassador, British Airways Executive Club
Join Date: Feb 2010
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Posts: 63,803
The best thing in this situation is at the airport give another date for the LHR-HEL-ARN when it could be useful again (so use the delay with the airbridge to check your calendar) and thereafter sweet talk the agent to also change the ARN-LHR service. At this point I suspect AA will still reposition LHR-HEL-ARN for you, or give a partial refund, BA may refund the taxes on ARN-LHR sectors but if you are deemed as a no-show there then I'm not sure that can be taken for granted either. Once you've left the airport the wriggle room for these things gets less in my experience.
Any AA service inbound into Europe is not covered by EC261 in any shape or form, which is worth bearing in mind when AA and BA have similar fares.