...so basically you didn't make the baggage claim at LHR as you're supposed to when you discover your bag is missing. So did you just leave the airport without it and said nothing? Seems very strange...
Go here for information on delayed baggage -
https://www.continental.com/web/en-U...e/delayed.aspx
You can also trace your bag online with the file reference number.
...and seriously, I'm concerned about your obsession with UK rail fares.
Whilst you're 'on a rant', do you really think it's unreasonable for CO to direct their efforts to their immediate operational requirements, such as massive snow storms on the eastern seaboard and mass disruption at LHR/BHX/BRS/MAN/GVA/CDG/OSL/CPH/ZRH, also due to snow?
CO will get back to you, but I think that in times like this, it helps if we spare a thought for those folk that are in a worse-off situation than ourselves. You'll get your bag back no doubt, but I bet if you were travelling now, you'd want CO to take immediate care of YOU, and not someone else's bag, when that person hadn't even made a bag claim upon arrival in the first instance?