Hey Spikethecat, welcome to FT!
Honestly, doesn't sound like a horrible ordeal.
Baggage delays can happen, it's one of the risks of checking a bag.
DL contracts a delivery so obviously no tracking and limited responsibility of their punctuality. Sounds like they actually did a good job letting you know and getting it to fairly quickly.
DL ops are extremely complicated, especially at hubs. It's really hard to know why your flight left early and why your bag wasn't on it. It could have been simply forgotten, and there's a very real chance that even had your flight departed on-time and not early, you would still be bag-less. Who knows.
Sounds like a reasonable event that happens once in while for us FFers (same as IRROPS), and since it doesn't seem like you were very much inconvenienced - I wouldn't ask for any compensation if I were in your shoes.
However, sending in a complaint will probably warrant you 5K as a CS gesture - that seems to be a standard response.
Again, welcome!