I’m so sorry this happened.

My only success with EU261 (I guess thankfully, hasn’t screwed me since) was DL from ATL > AMS on Delta metal, purchased as a single fare onward to ARN.
DL plane had a delay, then had to return to ATL for maintenance (couldn’t pressurize), so my connection was completely blown up. So it was the actual USA > EU segment.

However. from a thread I had with the US DOT in 2014, I’d be a little nervous:

“There are no DOT Regulations that that cover excessive delays with the exception of delays that occur while sitting in the aircraft parked on the tarmac.
There are also no DOT regulations that deal with missed connections.

The Department also has no authority over regulations issued by other governments, such as EU 261/2004. However, my understanding of that regulation is that it covers flights departing from EM member states and flights to member states which are operated by member airlines. Since your flight was operated by Delta Air Lines and departing from USA hub, it is not covered under EU 261/2004. http://europa.eu/youreurope/citizens...r/index_en.htm”