Just from re-reading the OP, which was slightly confusing, I am gathering that you have only spoken to Amex?
If that's the case, they weren't lying to you, Amex can't tell Delta to deposit skymiles in your account. They just provide the data to the appropriate department inside delta and then your miles are deposited. Since this is a skymiles issue concerning Amex, I would recommend you email the skymiles department, explain to them that you are expecting your 10,000 MQM and provide a copy of your statement and the screenshot of the ad and see what comes of it.