The problem is that Air Dolomiti is the operator of your flight VCE-MUC, so under EU Reg. 261/04 you have to claim comp. from Air Dolomiti, not LH.

Some info here: Air Dolomiti - Any luck with compensation for a missed connection? - FlyerTalk Forums

To apply for compensation try this:

Helpdesk Advanced (airdolomiti.it)

Unless the delay was caused by extraordinary circumstances, the comp. for the delay is EUR 600 per pers.

EDIT: link to EN webpage added.