KLM is under a duty of care regardless of whether exempt to pay compensation for cancellation under EU Reg. 261/04, i.e. the costs incurred in Amsterdam is the duty of KLM to reimburse (hotel, meals, taxi etc). If the cancellation was weather related it will be considered extraordinary circumstances under the applicable EU regulation and no comp. (EUR 600) will be paid (but the duty of care is still applicable and can't be denied).

As for the costs incurred in the US due to the delay of the DL flight you would need to contact DL for reimbursement. As this was a flight from EU, DL will also be subject to the EU Reg. 261/04, i.e. the duty of care is applicable and the DL may to obliged to pay comp. depending on the reason why the flight was delayed.

Please note that it often takes several weeks, even months to get a reply from the airlines to such claims, but I have no first hand experience with KLM or DL.