When fog is predicted, BA usually tactically cancel a lot of the short haul flights especially a large percentage of domestics to try and keep the operation running smoothly. It is likely that if the flight was going to face very long hold times that it would have been cancelled long before it arrived at EDI. That's not to say short hauls don't get diverted. When they do it tends to be in the order of Luton, Gatwick, Bournemouth then Birmingham. Exact order may change depending on operational requirements and the direction the flight is arriving into London.
Long haul's tend to operate even during periods of disruption. They would usually carry enough fuel to hold for an extended period if poor weather was forecast. Diversions tend to go to Cardiff, Birmingham or Manchester. Aircraft from the south may go to Gatwick or even afar afield as Madrid or Nice!
Champ