AFAIK, Delta own less than 50% of Virgin Atlantic and does not claim to have full control of VS. Any flights operated by VS involving Cuba will be from London, without a stop in the USA. Even if DL were to put their code on these flights, I think there would be very few people booking the flight as a DL ticket rather than a VS ticket, so presumably easy just not to put a DL code on the flights at all - similiar to JetBlue not putting their code on Emirates flights flying in Iranian airspace
Airlines in Canada and Mexico seem to send their aircraft to Cuba without a problem. It should not be difficult for a VS LHR-HAV flight to avoid US airspace if this were to prove necessary
So why would US sanctions cause a problem on a VS LHR-HAV route ?