Priceline complaint: Credit for airline ticket

I booked a roundtrip flight to Jamaica with priceline to attend a wedding. My return leg was through Jetblue. When I booked I also purchased insurance. The wedding was cancelled less than 24hrs before we were to depart. I never called JetBlue to cancel bc I also purchased insurance through Priceline, and assumed my insurance would handle the flight cancellation. Well, the insurance indicated that they would not reimburse or handle the cancellation after the fact. I contacted jetblue and they stated since we did a no-show they would not give us a credit on flight. Priceline also indicated that they would not be able to give me a credit as well due to jetblue’s policy. I feel bamboozled by priceline. Not only am I long time customer of priceline but I also purchased the insurance which is actually useless unless you get hit by a car or train or die. I am out of $400 for a flight I never took!!