You need to eat lots of fat, a moderate amount of protein and a small, low amount of carbs.
Nuts will give you fat, but they are also quite carby quite quickly.
But you can get fat from other things, like oil/lard/butter, mayonnaise and fattier cuts of meat.
Looking at your diet I'd make the following comments:
2 egg cheese omelette for breakfast as I do everyday.
This is a great low carb breakfast.
Handful of almonds and small glass full fat milk.
This is really quite carby - there are lots of carbs in milk, even if it is full fat
Lunch was chicken, lettuce, cucumber and egg.
OK-ish - but chicken is low fat. Did you have any dressing on the salad? What about full fat mayo?
2 slices roast chicken and a cheese string.
OK - but again, could have been relatively low in fat
Garlic mushrooms in creamy sauce for tea.
Full fat greek yoghurt mixed with double cream and sprinkling of cinnamon for pudding.
This is OK, as long as there wasn't any flour in the creamy sauce
Lots of water.
Great! Water is really important. How much are you drinking each day?
Overall, I think you're also eating a lot of dairy - it could be that you have a bit of an issue with dairy - it's worth cutting down on that a bit to see what happens.
And why don't you come and sign up for the next Bootcamp? Starts on Monday!