Hi Joanna, sorry about the delayed reply.
The ferries between Kos and Kalymnos never stop, they are just less frequent during the winter months (approximately 4-5 daily crossings in the winter).
You can never predict the weather, of course, but typically February is OK. There is a section entitled ‘seasons’ on the “Climbing” page of our website, where we say ‘…although January and February are considered ‘difficult’ months, weather conditions are still fairly good: the average temperature is around 10-12º C and sunny days are frequent’. This has definitely been the case over recent years.
About Mykonos, no, there’s no direct ferry connection from Kalymnos. You will probably have to go back to Piraeus and take a new ferry from there. Perhaps there is a connection from Kos, but the ferry timetables for February are not available so far in advance, I’m afraid.
I hope this helps,
Katie