Yes, seems like you are almost right - initially C-225 was intended against ICBMs launched from Europe. Of course, experimental 5Ya27 (V-825) missiles existed and even passed tests.
It has some similarities with Gorgon , because it was developed by the same person - P.D. Grushin. But 5Ya27 has much smaller flying range and it was useless for A-135.
Also there was another missle that was initially developed for C-225 system - short range interceptor 5Ya26 (PRS-1) (by L.V. Lul'ev). May be after that it was upgraded and becomes a Gazelle.