I think you were pretty shabbily treated by BA as a result of your delay. However, your compensation is not so bad. A first class upgrade on a flight to Brasil is worth a load of money, plus £150.00 plus reimbursement of your additional expenses. BA's poor management of your situation deserves criticism, but the compensation levels were not too bad. One other thing, did you claim your entitlement to compensation under EU 261/2004. Weather is rarely accepted as an exceptional circumstance under EU rules, so you may be entitled to further compensation under this rule..
Here is a complaint form.
http://www.caa.cz/uploads/english/eu...nt_form_en.pdf
Here is where to send it to:
http://ec.europa.eu/transport/passen...ent_bodies.pdf
You probably could choose to send it to either the Danish Authority, as your first leg originated there..or the UK as the long haul flight originated there.
It is important to have some perspective on this though. In the US you would have been entitled to nothing for a weather delay. Here you got your travel expenses, hotel, breakfast, then a day hotel, lunch, dinner, an upgrade to first class and a voucher for £150.