If you didn’t actually board the first segment, it should still be marked as unused. The agent should have offloaded you (in the computer) if you didn’t actually get on after the failed visa check. I have no idea how you get them to fix it after the fact. The airline would be the only ones able to pull up a ticket and change the segment status on it back to “open.” Then you could follow up for changes/refunds with the frequent flyer program normally.