I'm in and out of STL all the time. It's a bit tight but doable, provided your Southwest flight isn't late. TSA at STL's Concourse A where DL flies out of is actually pretty good (rare that I praise TSA but they do a good job at STL) and I don't think I've ever waited more than 10 minutes to get through. I'm pretty sure there's a bus between the terminals, but as I've never switched terminals, I'd check the STL airport website for details unless someone else can weigh in here on that.