Trying to establish what if any claim I have with a recent trip or if it's instead a matter for travel insurance.

​​​​​​Aeromexico ticket

​​​​Sat 28 Jan
EDI - CDG - LHR - MEX
AF1380 CDG to LHR was delayed an hour, meaning I would miss my connection to MEX.
AF contacted Aeromexico and re-routed me from CDG direct to MEX.
No issues with the above, disruption handled well, staff in CDG lounge tool care of the communications and got me on my way.

However, when I tried to check-in on app for my return flight, I'm told I'm not able to and need to check in at the airport. Fair enough, not uncommon. When I got to the airport, I was told I had a booking but no ticket due to an error AF made when rerouting me. So in essence, the original delay is the source of the later problems.

Thu 02 Feb
MEX - CDG - EDI
I'm not able to check in online so get to MEX approx 3hrs ahead of my flight, with a few colleagues.
Aeromexico agent tells me they can see I have a booking, but due to the changes AF made when rerouting my outbound flight, I do not have a valid ticket to return. Aeromexico and AF spent over 2hrs trying to sort it, in the end the options presented were:

1. Fly on AM03 as I had planned, pay circa $5,000 for a busines seat in line with my original booking.
2. Fly on AM03 as planned, but in economy for c$1,400.
3. Wait 24hrs and fly the next day on AF175 in business at no cost, incurring the costs of an additional unplanned 24hrs in Mexico City.

I took option 3 as I didn't fancy the risk of being out of pocket if my insurance would not cover the cost of the new booking.

​​​​​​Have I got any claim under EU rules? Or should I use insurance to claim for the extra costs etc?