There are no special EU delayed baggage directives, nor any set compensation.

Your rights to compensation are governed by the Montreal Convention, which limits the liability of the airline for loss or delay to roughly 20 USD per kilo.

If DL did not record the weight of your baggage, then the maximum compensation you can legally claim from AF is 20 USD x 23 kgs (weight limit for Y class) = 460 USD. If DL did record a lower weight of your baggage, the maximum compensation is less.

Since AF was obviously the carrier transporting you to the final destination, they are the ones responsible for any claims related to your luggage. You also need to approach them with your claims for compensation.

I would not expect AF to pay any cash compensation for a delay voluntarily, and if they finally do, definetely not more than the limitations set forth in the Montreal Convention.

In any event, in order to claim any compensation, you must prove the damage (=i.e. receipts for your out-of-pocket expenses).