Right so its update time.

Firstly, the reason we couldn't buy the flights on 1 ticket are because OA only release the tickets for the season very close to the start of the season (it changes every year as the route has something to do with Government contract etc). So waiting until then to buy the LHR - ATH flights on BA become expensive.

Second point - OA said they couldn't check our bags through to LHR yet when we got to ATH, BA staff said they could?!

Third point - we decided to just leave our bags and run (as I had called BA who said they'd made a note to expect us). Well we got to to the gate at 18.45 for a 18.50 flight and there was no note and no one knew anything.
We were going to get our friend in Athens to have the bags shipped to us (or I was going to use my miles to fly back and collect the bags in person).

So in the end we collected our bags and there were no flights on BA for 3 days. So BA couldn't change our ticket to another flight (even if we paid the plenty and fare difference).
Then checked the other airlines and no real options and the 2 that were, were over £800 each with connections with Cyprus or TLV etc.
Anyway, suddenly something made me check online again and 2 BA flights appeared, one today at 8.15 and another at 13.35 so ran to BA desk and they were closed.
So I quickly booked the flights at €600 each before they disappeared.
(On a side note, when we checked in online for our original BA flight, we got offered the £99 upgrade, which we took - more money lost).

I've emailed OA to ask them what they can do but doubt they be helpful. Always messaged BA to explain desk was closed and if we could get a refund for the new flights, less the fee change and fare difference and upgrade fee. Will let you know what they say.
Anybody got any other suggestions or routes I can go down?

(I'm waiting to hear about my travel insurance but need to get the reason for the delay from OA first).