Just been advised that the second leg of our return flight has been cancelled- if we do nothing, will our first leg be cancelled too or should that be ok if we just turn up to the airport?

We're flying CUN to LGW and then LHR to GLA under the same booking reference and it's just the GLA leg that's been cancelled. I'm fine to sort out another domestic option, but don't want to rebook the Cancun flight as already made seat reservations etc. Would ideally fly the Cancun flight and then cancel the remaining leg.