> So I thought that the problem could be solved by just arriving there by any other flight, which I booked almost immediately.

Why did you do that? Especially when that cost you extra money?

You should have talked to the airline directly, explained you'd missed your flight because they gave you the wrong airport, and the airline would have rebooked you and everything would have been fine. People miss flights all the time and this is an entirely normal process.

It's been standard practice for a long time if you miss a first leg, that you forfeit the rest. They're going to reuse those seats for e.g. other people who missed their original flights. It's a type of flexibility built into the whole system.

Connecting flights are super useful because you can work with the airline to reschedule the whole thing, and the airline is responsible if you can't make a connection because an earlier leg is delayed.

I truly don't understand why you would have taken it into your own hands to buy a separate replacement ticket on your own, instead of talking to the airline. Even in your second example, why didn't you work with the airline to reschedule your missed flight? Even if they for some reason can't reschedule, they will often keep your return flight valid if you have an obviously good reason (e.g. a visa issue during COVID). But you do have to contact them immediately.

I'm sorry you didn't know how all this worked, but when in doubt, contact customer service ASAP to see if they can help. Don't just go buy separate tickets on your own, and then assume later legs will still be valid. That's not how it works.