Correct, the arrival time is considered to be when the first door is opened.

But, as no flight was more than 3 hours late I don't think you have a claim legally. However the law is so messed up (i.e. ECJ rulings totally changed the law compared to how it is was (and still is) written) you could try writing to LH asking for the compensation, wait for the first rejection and then reply continuing your claim. I wouldn't expect anything, but maybe you'll get lucky.

There is about a thousand threads on EU261 here, and you will get lots of different advice (because the law is so unclear) but if you really want a more correct answer you need advice from a lawyer (which you obviouslky don't get here). Personally, if I was in your position I would just let it go, but by all means prove me wrong.