The baggage claim stubs will either say ABQ DEN only or ABQ DEN IAD FRA.
Either way since the last flight of your niece was on UA the claim needs to
be filed with them. Lufthansa is the handling agent for United at Frankfurt.
So if a bag is missing or damaged a report needs to be filed with the LH
counter in the baggage reclaim area at the airport. I am not sure if this can
be done over the phone.
.