No you can't really blame the railway for your missing the on time 1700 because their 0900 (or someone else's connecting train before that) was late. It's a bit of a stretch when you have set your own personal boundary conditions, i.e. making it up a mountain and back again to catch a specific train. This is what flexible tickets are for, really.
You'd be able to claim delay repay if significantly delayed on the outbound of course, for both your tickets into and out of Leeds.
Your tickets are non refundable unless you only just booked them
today, (edit: within the last hour, thanks
@MrJeeves) in which case Trainsplit do refund free of charge. If you can do this, the off peak returns on the route don't look much more expensive.
If you can't cancel, then advances seem to be available at very short notice for £9 on this route, so I'd travel, not worry about it, enjoy your day and if you miss the train so be it... buy another ticket for the next on your mobile, and wait with a refreshing pint. If you can pay for some of that with the delay repay, all the better. Your return ticket from Leeds to your final destination is flexible already.
Good luck in your quest!