Miles & More (Lufthansa, Austrian, Swiss, and other partners) - Delayed flight, diverted flight, and lost luggage.

First leg: IAD-FRA delayed but make it on time to catch my connecting flight
Second leg: FRA-BEY diverted and sent back to FRA after 1.5 hours in flight due to a broken window in the cockpit
Returned to FRA, wait and hour, get another aircraft.
Arrived in BEY 4 hours after original arrival time and no luggage.

Should I ask for compensation? From UA or LH?
Does anyone have any experience getting compensation from LH?

Feedback appreciated. Thanks.

4h delay is too little under EU261/04. Your luggage probably didn't make it because of the original delay by the IAD flight. For that you will get reimbursement for items you needed to purchase to cover the period while you waited for your luggage to arrive.