Yeah with the Cold Sweat I don't think you really need to split to get the Maiden tone. Murray uses humbuckers or stacked coils most of the time anyway these days and a lot of Smith's stuff was on an SG ... I will say that I doubt the CS will give the best split in the BKP range, it is only around 13K and the ones that have a good rep for that are all over 14K
I definitely think though that the CS will give you the range of stuff you want.
I have a set in an SG, which is a different guitar acoustically, being more middy, but I can get anything from '70s Thin Lizzy and Judas Priest through Accept to Metallica and Celtic Frost out of that thing. If you find that the Nailbomb is just not quite right (I had a Nailbomb in this same guitar before and it was super middy, hairy, and aggressive there - the only tones I could easily get out of it were Rose Tattoo, Accept, Poison Idea, Sepultura, and Possessed) you will find that the CS gives a great '80s vibe but with the tightness of the ceramic magnet (which you need for Hetfield).
EDIT: I found this post over on Rig-Talk. Pretty much reflects my thinking on this.
I have a cold sweat in my main guitar ('73 LP custom)
they really outshined the other sets I had there before (BK nailbomb and motor city afwayu/2nd degree black belt)
never played a gibson dirty fingers, but I doubt they sound anything alike
the gibson dirty fingers is a lot higher output and has different specs (higher DC, extra magnets)
the sweat is great substitute for non-mid heavy medium high output ceramics like the duncan sh-5 and bill lawrence L500XL
it's not a modern sounding pickup like the miracle man I also had, but has a similar vibe to both miracle man and painkiller, but with a tamed down output, better cleans, a lot more versatility
midrange isn't fat, but it's crunchy and very present and its sparkly top really makes a dark sounding les paul stand out
leads and harmonics are very Dimebag-like
very fluid and focused
the neck model is alnico 5, medium/low output and the most versatile, balanced and articulate neck model I've ever tried
And this one from harmony central, which talks about the mids.
holy cr@p! this thing is awesome!
I couldn't take my hands off my guitar for 2 hours after installing it
this thing even made my framus cobra sound 80'ish
the guitar is my late 80's/early 90's MIJ Hurricane les paul custom copy
this guitar had several pickups: stock gotoh, emg 81/85, emg 85/81 (i've swapped them several times), seymour duncan custom w/ alnico 8 magnet/'59, gibson 500t/496r, mighty mite motherbucker, bk holy diver bridge/cold sweat neck (twice), bk miracle man (twice)
this pickup was bought to be installed in my gibson sg faded, but I couldn't wait for the rest of its hardware, then installed in the les paul, replacing the holy diver and it sounded soooooooooo good that it probably will stay where it is
not that I prefer it over the holy diver (my dream pickup), but I think the holy diver will be better accomplishment for the sg
I always thought that the "instant John Sykes" thing was total bull****************, but it is actually true!
in 5 minutes my hands were moving by themselves and trying to play some hard rock, old Dio and of course I had to play some Cowboys From Hell
comparing to the other pickups I had in this guitar, other BKP's I've tried and other brands, I'd list some noticeable characteristics:
output - about the same amount of the holy diver with a hair more presence, more bite than the duncan custom, less output than the miracle man, painkiller and gibson 500t.
lows - very balanced and neutral. it lets the wood low frequencies act without adding or stealing bass. doesn't have the huge bass boost of the miracle man or the low mid hump of the holy diver, just the right amount. but don't get me wrong... at least in my les paul, it sounds THICK!
mids - the pickup description on BKP website doesn't make any mention to the mids and most reviews don't talk about its midrange, so I was expecting something a bit mid scooped, like a bill lawrence or most PAF wound pickups... WRONG! not a huge amount of mids, but they are definitely there and very present! not like a painkiller, warpig or the holy diver, but a lot more mids than the miracle man, especially high mids.
highs - very biting, but controllable. not round like the holy diver, but not too spikey like the miracle man. more on the painkiller ballpark.
brightness - definitely a bright pickup. brighter than the holy diver and the miracle man, but in a tasty way.
tightness - just a bit tighter than the holy diver, not extreme like the miracle man and painkiller
clean - about as bright as the holy diver, but a bit harder. more middy and smoother on the treble strings than the miracle man. like every other BKP I've played , it's CLEAN on clean.
gain - this thing is pure and raw crunch! it has the harley davidson growl that the miracle man has on the low midrange, but in the high mids, and the crunch of the gibson 500t but with the BK extreme clarity instead of the 500t mud and a less extreme, more controllable amount of gain. the power chords sound aggressive and grainy and the leads are biting, but never harsh.
if the Miracle Man and the Painkiller had a teenage rebel son, he would be the Cold Sweat