The standard way is not working as plot objects are saved in RooPlot as objects (called items) independent from original ones. At first print their names:

  RooPlot *frame2;
....
  bi2_model.plotOn(frame2);
  bi2_model.plotOn(frame2,Components(bi2_bgr),LineStyle(kDashed),LineColor(kBlue));
  bi2_model.plotOn(frame2,Components(bi2_K),LineColor(kRed));
  bi2_model.plotOn(frame2,Components(bi2_L),LineColor(kGreen));
  bi2_model.plotOn(frame2,Components(bi2_M),LineColor(kMagenta));

  cout << "Frame2 objects:\n";
  for (int i=0; i<frame2->numItems(); i++) {
    TString obj_name=frame2->nameOf(i); if (obj_name=="") continue;
    cout << Form("%d. '%s'\n",i,obj_name.Data());
  }

Which gives you the output:

Frame2 objects:
0. 'h_data2'
1. 'bi2_model_Norm[ene2]'
2. 'bi2_model_Norm[ene2]_Comp[bi2_bgr]'
3. 'bi2_model_Norm[ene2]_Comp[bi2_K]'
4. 'bi2_model_Norm[ene2]_Comp[bi2_L]'
5. 'bi2_model_Norm[ene2]_Comp[bi2_M]'

Then catch them by name and put in the legend:

  TString names[] = {
    "bi2_model_Norm[ene2]",
    "bi2_model_Norm[ene2]_Comp[bi2_bgr]",
    "bi2_model_Norm[ene2]_Comp[bi2_K]",
    "bi2_model_Norm[ene2]_Comp[bi2_L]",
    "bi2_model_Norm[ene2]_Comp[bi2_M]",
    ""
  };

  TString signs[] = {
    "Model",
    "Background",
    "CE K (976 keV)",
    "CE L (1048 keV)",
    "CE M (1060 keV)"
  };

  Int_t i=-1;
  while ( names[++i] != "" ) {
    TObject *obj = frame2->findObject(names[i].Data());
    if (!obj) {
      Warning("fitBi4",Form("Can't find item='%s' in the frame2!\n",names[i].Data()));
      continue;
    }
    leg->AddEntry(obj,signs[i],"l");
  }
  leg->Draw();