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We flew JFK>SJU, SJU>VQS, VQS>JFK via SJU
SJU-VQS was on Cape Air metal both ways.
Booking through Cape Air was about $20 cheaper than booking the same flight through B6.
As there was no connection, we booked the SJU>VQS with Cape Air. We did not get True Blue points for that leg.

For the return, we booked through B6. It's a good thing that we did. Our VQS>SJU leg was delayed by weather enough that we missed our SJU>JFK flight. B6 happily put us onto a later flight. The gate agent who rebooked us said that that we would have been considered a no show had we booked through Cape Air and that the rebook of the SJU>JFK leg would have been costly. We did receive points for that leg.

The Cape Air planes are small and easily subject to WX. Booking through B6 gives you insurance against a missed connection.