Skipping a Lufthansa train connection

There are two different things that are often confused:

1. AIRail: This is a regular segment of your flight itinerary. All fare rules and regulations regarding flights apply. This "flight" just happens to be operated with a Siemens train instead of the more usual Airbus or Boeing plane and it never takes off the ground. But seen from a fare perspective this is a flight just like any other.
2. Rail&Fly This is a train ticket to/from the airport supplied by your airline and not a flight segment. If you happen to miss your plane because your train was delayed with such a ticket that is your fault and the airline will not rebook you.

Based on your description, I guess you have the first kind of ticket as this is the only one where flights actually get cheaper (as this is seen as an often undesired flight connection).

If you have a combination of both you can't use Rail&Fly to get to Frankfurt instead of Cologne as the Rail&Fly ticket has the destination "Cologne". But thankfully for you, to get from Kassel to Cologne you need to connect through Frankfurt (where you of course can just leave).

Now for forfeiting the AIRail part (QKL–FRA leg):

Technically, you would be in violation of the conditions of carriage and the whole ticket can be cancelled. In practice this doesn't happen as long as you consider the following (based on a lot of second-hand experience):

• Use online check-in at least 15 minutes before the train departs from QKL and check-in for that leg
• Don't talk to any staff at FRA before the train arrives
• Don't tell them you haven't taken the train (and they usually won't ask)

If you have any baggage you should leave it at the AIRRail counter in the FRA train station, not the regular check-in counter.

If the QKL-FRA train is severely delayed your flights are going to be rebooked, especially if you had a short connection. Of course this is something you don't want in your situation. It is advisable to book a long connection in FRA so this doesn't happen (and you don't care for the connection time anyway). In case of delays you can tell the staff that you got to the airport in some other way. As long as this were feasible they will accommodate you (for example, if the rail line is closed on short notice there is no way you could have gotten to FRA in under 90 minutes).

The reason this works is that you can use any carriage in the QKL-FRA train but only one has Lufthansa staff in it. Deutsche Bahn staff (which works in all other carriages) should tell Lufthansa if they see your ticket but in practice this often doesn't happen and sometimes they don't check tickets at all. So they can't be sure whether you have been on the train or not.