Monday morning I was to fly CWA-ORD-MCO. Used OLCI the night before and printed boarding passes.
Get to CWA and my flight is canceled. I was rebooked on AA to ORD, checked in with AA, and was told I could stay on UA ORD-MCO. I sked about my bags and told they will follow me--if I take UA 987 to MCO, so will the luggage.
Found my gate at ORD, took the BP out of my pocket and happened to grab the baggage claim ticket with it and noticed it showed AA 1400 from ORD-MCO. I looked on .bomb and saw my UA reservation had AA flight numbers all the way to MCO. I called Premier reservations was told my reservation was canceled, I was rebooked on AA, and would need to go standby on UA 987 or that AA 1400.
Double-checked with the gate agent and I still had a confirmed seat and seat assignment. I was able to board without problems. So was my reservation canceled or not?

Why can the gate agent see me on the flight, but not the rest of UA's computers?
Got to MCO on UA 987 as planned, no suitcase. Checked with UA baggage services and said it probably went with AA 1400. She called AA, but she said AA doesn't scan luggage, so there's no way to "track" where it is. Waited around the airport for two hours for AA 1400...nothing. Checked with AA baggage services and was told "when you didn't board 1400, they pulled your bag." They said they'd put it on the next flight due in around 10:00 PM. I figured they'd just toss around the "S" word and they did.

So, if my bags follow me, why didn't they go on UA?
Was headed up to get some dinner and noticed an AA employee putting my bag in the roped-off-area next to the carousel. Double checked--definitely mine.

If my bags were pulled due to "security," how did they wormhole their way to MCO?
Can anyone shed some light @:-) on what happened? I got my bag, everything was there, and I didn't lose too much sleep, so I'm not looking for compensation, but I'd like to understand the process.
Please, no preaching about how one should always pack and carry-on a rollaboard.

It's a three-week business trip and I was too lazy to cram everything into one.