Having read this, BA definitely owe you for the KLM flight in my opinion.
Was the KLM more expensive? In which case claim the full cost of the KLM flight from MCOL under Article 8 UK261.
I also think you have an argument for compensation of £220 on top.
Reason being that not having sufficient de-icing capacity at LGW is not an 'extraordinary circumstance' in my view.
I would definitely MCOL it as that tends to be quite quick.
I think if you claim the KLM flight and the £220 together in a claim, you will definitely win the KLM flight reimbursement so why not give the 220 comp a go aswell?
The onus is on BA to argue that the disruption was extraordinary. The reason they have you was issues at LHR, but your flight was at LGW so why is that relevant?
FWIW I have done 16 MCOL's now (2 specifically over UK261) and 2 ADR's (never with CEDR however) and won all bar 1 MCOL.