I bought Changsha to Kuqa County The plane ticket, because the previous flight was delayed and I couldn’t catch the next flight, and the latter flight didn’t want to give me a full refund. W

Generally speaking, if the two flights are of different airlines, the latter flight will not "pay" for the consequences of the delay of the previous flight. (Thus, design your itinerary with these contingencies in mind and "leave some room" in order to avoid financial loss from a no-show.)