Yeah even if ticketed by DL, you were flying on AF metal and that was the issue so you'd have to be dealing with them for day of departure issues since AF takes control of the ticket by then.

Have you also looked into claiming EU-261 compensation due to the delay and missed connection? I'm not sure how that works when you go and rebook on your own, but if the airline refunded you the return flight cost then they're probably off the hook for that.