The first hop is to get from a small northern airport down to Heathrow, in London, a huge airport - but it turns out we'll be in London on that day.
So, we want to board our flight at Heathrow.
It turns out British Airways, and from what I can Google this is pretty common across airlines, cancels all flights, including return tickets, if any flight in the chain is missed.
This means we have to travel from London, north, about three hours, to catch a flight which will take us back to London.
Something to be aware of when booking tickets, or using airlines.
There's a decent article here, covering the subject;
https://www.itv.com/news/2018-12-10/airline-no-show-policies-explained
As of 2018, when the article was written;
"According to Which? the clauses are included in the terms and conditions of British Airways, Emirates, Flybe, Virgin Atlantic, KLM, Air France, Swiss, Qatar and Singapore Airlines."