The more complicated your itinerary, the more likely it is that there will be some kind of hiccup. You can buy travel interruption insurance from a number of sources, among which is…

http://www.missionaryhealth.net/brigada.htm

which makes a gift to Brigada for every policy you buy there. From my own searches, I’ve never found travel insurance for less money, either… and I’ve had to collect from them more than once and they’ve paid promptly, even if all I had were my cancelled tickets and a travel log. Regardless of where you purchase it, it’s becoming more and more necessary these days. Security lines are longer, check-ins are more complicated, and connections are more harried. So do yourself a favor. It’s a small price to pay for a great reimbursement plan. Basically, no matter what you have to do, just make sure you keep your receipts and everything will be covered. Travel interruption insurance has now become standard operating procedure for me.