I've done the same thing recently. If you purchase a pro-active upgrade to WT+ in MMB you will be booked into the P bucket which means you cannot upgrade further with Avios and you will not see a pro-active upgrade to CW in MMB.

You can however buy an upgrade to CW with cash at the airport if it is available and it may be possible to upgrade over the phone but there would be a sizeable fare difference assessed making it an expensive option.