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.
Under Montreal, compensation is no longer linked to the recorded weight of the delayed baggage. Every passenger whose checked baggage is subsequently delayed can claim up to 1000 SDRs (Special Drawing Rights).
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.
Whilst airlines will always tell you that you must claim from the carrier to whom you reported the loss (usually the last carrier involved in your itinerary), under Montreal you are actually entitled to file your complaint with the airline of your choice. Furthermore, Skyteam partners have decided that they would all handle each others claims as received. Delta should not have asked you to contact AF but should have settled the claim for you and recovered their monies from AF afterwards.
I would not expect AF to pay any cash compensation for a delay voluntarily, and if they finally do, definitely not more than the limitations set forth in the Montreal Convention.
AF will naturally fulfil their obligations and refund any justified expense as long as you can produce the supporting receipts and file your claim within 21 days. If you are a FB member, they may even throw in some miles...