Was due to fly LAS>BUF last Fri leaving mid-afternoon. Around 6AM they cancelled our flights and by 7AM they rebooked us to fly the following day, arriving ~18 hours after our initially scheduled arrival. We had an event to attend so we rebooked ourselves on Delta so that we could travel on our original day (did call initially but there were no options to get us out that day).

Twitter agents were able to help refund the outbound flights we didn't take and refund the fare difference for our rebooked return, as well as put in a request for our early bird, so I was at least pleased with that, but ultimately we spent 6x the cost of our initially booked outbound to be able to fly the day we planned on Delta. I know WN will not pay for/reimburse us for the new booking on Delta, but I feel like usually with the long delays they have been good about sending LUV vouchers as a goodwill thing. I regularly fly WN and am usually pretty pleased but have a bad taste in my mouth and feel like they should be doing more than just refunding me (in travel credit even though it was a cash booking) for the flight I didn't fly.... Is writing a letter to customer service the best course of action to complain? Would you use actual postal mail?

Not specifically WN related - but we did book this using a Chase Sapphire Reserve - I looked through the benefits guide and I do not think there is anything that is covered for us rebooking ourselves, but wanted to check with the experts, is there something I should be seeing if we have a claim for with Chase's travel insurance benefit?