What sort of physical ticket do you have? Is it separate ones for each leg? I had a 7 (individual) day pass in Switzerland and it was on one ticket. The conductor would punch a hole through the card and we'd have to write the travel date in by hand before boarding the train. There were seat reservations which were all individual cards. If your case is similar then they would probably only be looking that your ticket is valid for that train. If they do ask anything, just say you missed the train and had to make your own way to this connection!