Let me see if I can sort this out. You purchased two tickets. The first was a round-trip with the outbound flight LHR to ARN departing @ 0740 (AM) and the return at a later date and time. You then booked a one-way LHR to ARN departing 1350 (AM) as a backup.
Even though you may have paid three one-way fares since the return flight was booked on the same ticket as the early outbound when you missed that flight they automatically cancelled the return. This is pretty standard airline practice and although it doesn't make sense since it was not a true "round-trip" fare the airlines use this old rule to justify re-selling your return ticket to you at a higher cost.
Unfortunately there is not much you can do about what has already happened but remember for future trips if there is no difference in price booking the outbound and return separately versus together then book them on separate tickets for more flexibility in case you need ot cacncel.
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