I had to book a flight where there is no directly flight from my departure airport and destination. Usually in these cases, I try make sure all parts of the trip use the same airline. This has always had two advantages: (1) I can have more luggage on the domestic part of the flight and (2) if my first flight has a delay, the airline will still make sure I get to my destination one way or another.
This time, though, I wasn't able to find a single airline that had my route. I first have a domestic US flight, with American Airlines, then two international flights with Cathay Pacific. Though this is with multiple airlines, I bought them as a single purchase, direct from the Cathay Pacific Web site, didn't use a third party like Expedia, and didn't need to buy the AA tickets separately.
My question is, with the flights being run by different airlines, did I give up protection from delayed flights and the right to bring more luggage on the domestic parts of the trip?