Thanks everybody!

I see some very different opinions here, both for compensation in case of a cancellation as for the effect of the train segment on this.

I guess I will have to take them to court if I really want to know. It could be interesting to see how a court rules, since I often take these rail segments.

For the people that think I was not particularly inconvenienced, I still arrived 4,5 late at my destination, without luggage, and had to reschedule 2 meetings. So I don't know what their definition of inconvenienced is, but I will just ask KLM for a gesture.

I have already received their "you were delayed and we did everything right" email afterwards, where they say they rerouted me, offered drinks and so on. Well, they did not offer anything and without lounge access the waiting time was not that interesting either. So I guess they are going to give me some lousy FB miles afterall.