Priceline complaint: Refund

I am an active duty member stationed in the Middle East, The navy granted me permission to take leave in 2021 after almost 2 years of not seeing my family. I Booked my flight from Middle East to the US and then two more flights. The day of my flight, I arrived at the airport to find out that my flight time was changed and I wasn’t notified as a result, I missed my flight. I called priceline and they apologized and refunded me my money but refused to refund me one of the trips that I canceled. They told me to call the airline directly to ask for my refund. I caled the airline the airline told me that I should handle this matter with priceline since I purchased the ticket through them. I have spent several hours on the phone with Priceline customer care and they keep telling me there is nothing they can do for me which I find outrageous since they were the ones that caused me to miss my flight.