I missed my shuttle flight
 

I missed my morning shuttle flight from manchester to heathrow to get my flight to Chicago...i have been told as i have missed my shuttle the entire flight has been cancelled and i have to pay again for the flight back to chicago - is this correct? do i have any rights?

Call the airline asap.

Call airline - all have a "flat tire" hidden rule that covers on a case-by-case basis for people in your situation. Calling sometimes has better results than speaking with live people in airport, in my experience.

We're the tickets booked together, so the shuttle flight was one leg of the entire trip or were they two separately booked flights?

Same ticket - miss the first leg and they do cancel the rest.
Did missing the shuttle make you miss the second flight also or just that they had cancelled it? If they cancelled, maybe they will re-instate you, knowing you did not intend to cancel.

Separate tickets and you simply missed the flight, not their fault.

Either way, they might be nice and rebook you, but probably not.
Do you have trip insurance?
Best of luck. Very upsetting, I am sure.

I fear that only trip insurance can help at this point - as long as missing the flight is covered (do you have a water tight excuse, such as a highway closed that prevented you from getting to the airport?)

And yes, if you do not take (for whatever reason) one of the flights in the itinerary the following flights are typically cancelled.

Presumably you got to LHR too late to make your flight to Chicago and were asking for a free transfer to the next flight. If you got there in time for the flight anyway I would have called the airline ASAP.

If it's all in the past not sure anything is possible.

Good luck. You are at the mercy of the airline since I am assuming this was two separate tickets. If it was one ticket I don't think you would be posting the question. A few years ago, or dil missed a flight out of Rome. Since the same flight the next day had a number of open seats they only charged her a $200 change fee.