Thank you everyone for your responses. I am, however, just as confused as before whether I should file an EU261 claim with KLM (the codeshare airline with the cancelled flight that caused the 24 hour delay back to the US) or with Delta (where I purchased the roundtrip ticket: DTW - ATL - FCO to Europe all on Delta metal) and FLR - AMS - DTW back to the US ( FLR - AMS was supposed to be on KLM, eventually ended up being BLQ - AMS on KLM, then AMS - DTW on Delta,