The details of my story make it harder to judge your situation but I'll give you the anecdote anyways:
2 years ago right after New Years, flew SXM-MIA-DCA. Late flight SXM-MIA. MIA customs hall/baggage reclaim a mess as always. One bag (a box actually with used clothes from the beach) wasn't showing up. Without any AA personnel there, we decided to just leave it and buy new clothes later. We make it to the gate in time, board, take off, and 5 minutes later have to make an emergency landing back in MIA. At this point, my mother decides she doesn't want to fly. AA says that's fine but the bags are going to DC. We say fine, my dad is already in DC and he'll pick them up. The next day, we fly to ORD (our hometown) and skip DC. Dad drops the bags off at DCA with AA, who says they will ship them to ORD. We wait at bag claim for the bags. They don't come. AA has no record of any of them. Somehow, my mom is angry enough to convince the bag staff to let us personally search the backroom with all of the lost bags. No luck. As we are about to leave T3 at ORD, we see all 7 bags on the oversized belt, not moving, and tagged for the flight that we had waited for a few carosels away. The box was there too.
So after all the drama, we had indeed recovered all the bags including the one we left behind at MIA customs.
Good luck in making the connection and hopefully not having to deal with any of this!