Two things,
Under MC99 you may have a valid claim against the first airline for delivering you late for your connection. The claim would be only for actual provable damages you had suffered (and capped at SDR1113). Of course if the delay was outside of their control (weather; ATC; etc) you probably do not have a valid claim. The fact that the first airline is the same as the second is actually irrelevant.
I think you made a mistake seeking 'compensation'. This is a very dirty word to airline customer services peoplee. You say that word and they all pull out their copies of the regulation to prove you are not entitled (which you aren't). They will never bend the rules as to do it once, means they have to do it every time.
I would have sought the application of a discount, or rebate, on my second fare acknowledging that I failed to attend boarding through no fault of my own (without actually saying it was their fault). There, I think customer service people have more flexibility.
Lot of talk recently about Ryanair turning over a new leaf and being nice. That may be the case for some, but when things go pear-shaped, you are still on your own.