So after the first two options were squashed, we decided to spend the night in Khajuraho and try again with the airline. Big risk obviously, since the next flight can easily be canceled for the same reason.
But since we didn't really have an option out of Delhi yet, we weren't really in a hurry.
So what can you do? Hire a rickshaw and go to downtown Khajuraho for some serious shopping. Ended up doing a better job on some presents (although still pretty bad), and having fun being surrounded by shopkeepers (tourism business ain't great in Khajuraho) - probably because THEY DON'T HAVE RELIABLE TRANSPORTATION TO AND FROM THE TOWN AND EVERYONE (EXCEPT OUR TOUR GUIDE) KNOWS IT !!!
OK, I feel better.