There's a few 'early years lessons' you have learnt here ... Don't beat yourself up about it, it's disheartening and costly but what you have to do now is learn the lessons, make a note for the future and move on - fresh start next year:
1. There is nothing wrong with either OA by sublimation or the Gas Vap (if you can get on with it) - the key is to do three treatments at 5 day intervals - that gets you the optimum time between brood cycles and the lifecycle of the mites and achieves the maximum kill rate.
2. You don't have inspection boards (which are notoriously inaccurate for measuring infestation) - start doing Sugar rolls - regularly - it does not hurt the bees. Invest £15 in an Abelo 3 in 1 tester which makes it very easy (video for it's use here)
3. Even if you buy in a new colony ..check them for varroa - if it's a swarm check them for varroa. You can treat with OA by sublimation as many times as you like at any time of the yeat (it's not legal but it's very effective). It does not harm the bees,
4. The time to treat is after you take your honey crop and when they are building up for winter - but - if you check regularly it will tell you if you have one of those colonies that seem to be prone to infestation and if the mite levels are getting out of hand ... treat.
5. Splitting colonies .. it's tempting but a nuc will develop into a strong colony to take into winter and may give you a crop - splitting colonies reduces their ability to develop and regardless of what it looks like in bee numbers a Nuc is rarely a candidate to split in the same season. Let it develop to a full colony and you could take a couple of frames off it and buy in a mated queen late in the season and then take a nuc through winter.
6. Varroa is a scourge on UK Beekeeping - the mites, once established, mutliply at an extraordinary rate and you have to know what is going on - they will kill a colony in no time at all as they effectively reduce the bees ability to rear sufficient bees to survive and thrive - look at your original photos - all those cells with a hole in them are failed brood - if the colony was strong enough they would be clearing those cells out - they were clearly heavily overloaded.
7. Too much space is as bad in beekeeping as too little, managing the space is key in beekeeping - too little and they will swarm, too much and they will find it harder to maintain the hive at the temperature they want. If you move a nuc into a full hive - dummy it down and just give them an extra frame or two as they need it. They will draw the frames out quicker.
8. NOW ... you have brood frames that are a very valuable commodity - WAX MOTH ? What are you doing to make sure they don't get destroyed by this other pest ?