I live in the south of Portugal, winter is nice here
You bet it's nice !
I'm from Toulouse. Not so bad compared to Paris and north of France but it cannot beat south of Portugal for winter rides.
Is the ultegra 6800 crank compatible with my 10 speed chain and cassette?
It's becoming a classic around here ... Keep the 10sp chain, cassette and just change the complete crankset incl. rings and you'll be fine. Just confirmed and refreshed my memories with a quick Google search :
Been running a 6800 compact crank for 8 months now with 105 10 speed shifters /derailleurs, 10 speed cassette, and KMC 10 speed chain.
Works incredibly well. Zero issues, highly recommended.
The chain you use should follow the cassette, not the crankset.
It seems logical (only outer plates are thinner on a 11sp chains compared to a 10sp) but sometimes real life doesn't match the "on paper" theory.
Crankset is the only way to start a 11sp incremental upgrade as the next (and last) step will be bigger in costs and mechanics. New 11sp stuff will come altogether: RD, cassette, chain and shifter.
Sometimes in the future, I'll go for almost the same upgrade with a 105 11sp RD and new crankset (I have them on my 2017 Allez) for the 2011 Roubaix but I need to abuse the 48-36 chainrings before I convert to 4-bolts Shimano rings/arms where I won't be able to re-use them. They only have 3 month of use and I'll be more on the Allez now. But sure I want a brand new black crank arm without scratches and dents for this fine bike that is the Roubaix.