Best to start where they ask you to start. Courts prefer that too. Like, if you tried to take this to small claims, the first thing the judge will ask is did you contact their customer service office. You'll say no, the judge will find in favor of the airline. I was just reading an article two or three days ago that Alaska ranked number one for fewest complaints.
CEOs job is running the whole airline. You start at the bottom and escalate. If you don't want to follow their procedures, you're likely going to get ignored.
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