This is more complicated than I am qualified to deal with. But if it was weather related then compensation is not likely to be due. Travel insurance would seem to be the way forward. Certainly it is correct that the operating airline is responsible for compensation. In this case that wasn’t EI but AA. Whether AA can be held liable under EU261 for a domestic delay that caused an international delay I don’t know.
None of which is really relevant if weather was the reason. In that case it’s an extraordinary circumstance and the airline is off the hook. Whether there is American legislation in place that might cover it I don’t know.
Who sorted out the rebooking? If AA then arguably they can claim they got you home. Direct flight is not guaranteed under EU261. Just a rerouting. 6 hours is not much of a delay overall.
I would have thought you’d be entitled to a partial refund for the downgrade but again I’m not sure how this works.
It does seem you’re in a grey area.