I'd try escalating with United using the contacts at https://www.elliott.org/company-cont...ited-airlines/ .

As others have correctly explained, you don't have the right to a refund of what you paid Southwest. But United realizes they screwed up and reasonable customer service is to give you something; that's why they've given you vouchers and miles. You just need to convince them that it would be reasonable to give you more.

I'd make it clear that you know that misconnects happen but when there are 3 different problems all within their control -- mechnical delays, incorrectly booked replacement flights on DL, and inability to resolve the problem in 2 hours -- it's an extraordinary situation and surely not the service they aspire to provide.

You may not get anywhere but I don't think you'd be wasting your time to send a few emails (escalating one level at a time). Small claims court could also work but would take more time and expense as well as risking your mileage balance (though I don't know how real that risk is).