Concerning the American Airlines situation, you are probably better off advising them that you will not be using the seat, I am certain that they will not charge you an additional charge to cancel. If your ticket cost less that the cancellation or change fee, the airlines usually cancel on an "even-exchange" basis, even if it is not clearly written in the rules. Being that you will be going through ATL that day, due to the heightened security rules, you never know what could happen and you may (it is remote) be asked about this. Remember, airlines at times kind be very kind and cooperative.....if you explain the situation (ie, you cannot use the AA flight due to your connection to an onward destination because of a schedule change, they may give you a travel voucher for future use, you wont get your money back, but you may get something of value that you could use in the future), maybe I am foolish, but it usually pays to be honest and straightforward.
Concerning the DL tickets, U class is generally used as a code for a non-reservation shuttle service (ie, the BOS-LGA shuttle on DL or US): I have never seen it used for other reasons, like excursions fares (generally B, L, V, Q) or non-restricted bargain fares (T or K class). Business is C, D, or J, so dont get ready for business elite, especially since you did not pay for it.
I hope this is some help, I would call DL and ask them what is going on. Have you made seat reservations for the flights ? - that may be the best way for DL to check your file and see what they have to say.