Excuse if you know this already......
If you will have one ticket (and a reservations is NOT the same thing as a ticket) then interline rules will apply and if you miss the connection the airlines sold you the delivering carrier is responsible for finding you and alternate onward flight.
If you buy two separate tickets all bets are off. Each ticket is a separate contract and if you fail to turn up on time for the second contract the airline is within its' rights to refuse you carriage and force you to buy a new ticket. In practice they MIGHT simply charge you a change fee but money will almost certainly be involved.
There are a few occasions when two tickets can have the same benefits as just one but they are pretty rare.