C‑561/20 paragraph 30: EU261 applicability doesn't depend on the place where the delay happened.
C‑436/21 paragraph 20: You must see the whole itinerary as a unit
C‑451/20 paragraph 28: again you can't split your itinerary into flight segments to check the EU261 applicability.
C‑451/20 paragraph 35: the court is giving a hint saying that article 3 (1)(b) is not limited only to direct flights from Non-EU to the EU. Hence it is applicable also to itineraries with stops from Non-EU to the EU.
C‑367/20 paragraph 23: "connecting flights of which one flight is operated by an operator such as KLM [...] must be considered as a flight operated by an operating Community air carrier within the meaning of Article 3(1)(b) of Regulation No 261/2004, regardless of the fact that those connecting flights were also partly operated by a non-Community carrier". The sentence was about NYC-AMS-HAM where NYC-AMS was KLM marketed but DL operated.
C‑367/20 paragraph 28: As regards the party liable to pay the compensation due in the case of a long delay in the arrival of connecting flights, such as those at issue in the present case, the Court has made clear that any operating air carrier which participated in the performance of at least one of those connecting flights is liable to pay that compensation, regardless of whether or not the flight which that carrier operated was the cause of the long delay to the passenger’s arrival at his or her final destination

Article 3(1)(b): to passengers departing from an airport located in a third country to an airport situated in the territory of a Member State to which the Treaty applies[...] if the operating air carrier of the flight concerned is a Community carrier.

As long as you have a flight from a Non-EU country to an EU country and there is a community carrier involved the 261/2004 applies.

Let's do an example to make it clear:
ATL-NYC-CDG single reservation, one e-ticket. ATL-NYC operated by DL will delay and you will miss the connection with NYC-CDG operated by AF. You will arrive at the final destination with +3 hours delay.
You must consider your itinerary as a unit ATL-CDG and to apply the 261/2004 it doesn't matter where the incident (delay or cancellation) happened (could be in ATL or NYC or CDG). The flight ATL-CDG involved a community carrier and it doesn't matter if it was partially operated by a non-community carrier. So ATL-CDG is within the scope of the EU261/2004.