Hope you're all sorted and getting the courier to come back. My only experience of delayed baggage with BA resulted from the T5 opening shambles. No proactive advice or help from BA customer service reps in NA, bags sent and resent all over the place - admittedly, they were never turned away by anyone, but I think you are correct in arguing they should have called you. In my case, I bought all I needed during the week or so this was going on, and was fully refunded by BA.