Unfortunetaly fog will often cause disruptions to air traffic movements. It affects air traffic control flow rates which restricts the number of arrivals, departures and ground movements that can be accommodated in any given period of time during the affected period. In foggy weather conditions the reported visibility often fluctuates. This can result in periods when the reported visibility is below that required to legally commence an approach.
During such times an inbound aircrafts crew may elect to take up a holding pattern to await an improvement, or they may elect to divert if either their own assesment or their available fuel reserves dictate that course of action.
The diversion airport may only be "10 minutes" away from the intended destination, but it is not quite that simple in the real world. There are taxiing times (increased in poor visibility,) departure (SID) routes, arrival (STAR) routes, radar sequencing for seperation and streaming, as well as additional spacings that might be generated as a result of other delayed inbound arrivals, that would easily increase the actual flight time between two nearby airports. Despite your frustrations, the crew would not have "got lost" nor are there any such things as "VMC only crews."
35 minutes is a very good turnaround time. Particularly when you consider that despite the fact the aircraft was empty and fuelled, its departure was still subject to an Air traffic control slot at a weather affected airport.
Waiting for steps at your arrival airport, is usually a failing on the part of the handling agency or airport operator. Being on a remote stand at an airport like Heathrow, can often result in delays in getting ground equipment to that stand. This is particularly so when the stand is a last minute change, because the intended stand is still occupied by another aircraft, that is running late possibly because of ATC restrictions it is also subjected to.
I can understand your annoyance and frustration, but being some 2 hours and 55 minutes late as a result of adverse weather conditions and a consequencial diverted inbound flight, isn't the biggest tragedy I have ever heard of. The crew of this flight would have been just as displeased at the disruptions caused to them and their passengers, and by the sound of it did all they could to minimize the disruption and keep the customers as informed as they could.
It is unfortunate, but that is bad weather for you! Planes, trains, ferries, you name it, they all get affected by fog, snow, high winds etc.