We are booking a flight to Malta and the cheapest way is Lufthansa from Heathrow to Frankfurt then an hour later Frankfurt to Malta. I have only ever taken direct flights before - how likely would it be that the first flight is delayed and we would miss the second flight? There are not many flights to Malta each day so we would then be stuck in Frankfurt with three young kids. Also if we booked the flight given both legs are with the same non budget carrier, would it be up to them to sort it all out for us if a delay did mean we missed the second leg? Thanks - I haven't flown abroad for years so feel stupidly ill informed about this kind of thing.