Good news: The online check in for IB flights CMN-MAD-LHR works now and I was able to get the Boarding Pass online. So a classic transit was possible with staying airside in CMN. Of course staff and security there donīt really get that and try to lead you differently. But keep straight and just go to the boarding gate for IB. LHR-US was easy as usual.
To the rebooking using historical fares.....so far two tries and no good outcome. Was quoted twice a fare difference of a couple thousand USD for pushing the rest of the flights to a later date. I hope someone else has better experience and posts it here.