Speedy -
First question is - did you make it to your alternate above final reserve?
If so, then question 2 is - by how much?
Dependent on the answers will depend on how you can proceed.
In my opinion, you could file a report to your management pointing this out, perhaps they aren't actually aware?? If you got perilously close to final reserve then I assume you made an appropriate call to ATC and having done that you must have raised as ASR. That alone might give them food for thought.
My final answer is that if you suspect that your OFP does not reflect the fuel that you will need it is YOUR responsibility to add more to satisfy yourself that you do have enough. So just load the fuel necessary, you cannot and should not expect ATC to give you direct to FAF at your diversion after going around, you will have to fit in with the traffic flow to your diversion.
It seems your company are expecting that you will just have to make some sort of fuel emergency call be it a Pan or Mayday and screw the rest of the inbound traffic to that particular airfield.