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Generally, you need to file an appeal the case as a whole and you would address the specific denied motions separately as alleged errors in the appeal.
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In the circumstances you describe, the defendants should have asked for attorney fees at the trial of the matter. It is possible for the defendants to file a motion for attorney fees, but there is usually a time limit to do so. For example, in Virginia an order becomes final in 21 days and thereafter a court cannot change it. If you lost your case more than 30 days ago, you are likely to be in the clear with respect to additional motions from the defendants.