Train strike refund - two train companies

I'm hoping someone can help as I have a train strike refund query.

Over Christmas we had return Advanced train tickets booked from York to London on LNER and then from London to Southampton to visit family. Booked separately through the individual train company websites.

Due to expected disruption due to the train strikes we decided not to travel. The London-Southampton trains were cancelled and we received an immediate refund.

The LNER trains did run (both out and return) so even though we could have completed this leg of our trip, we could not complete our WHOLE journey.

Are we entitled to a refund from LNER?


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