Strange routing to say the least. As I always tell people as a former baggage handler, the more connections you make the less % chance your bag has of making it, for any number of reasons. LAS-YVR-HKG would've been better or LAS-YYZ-HKG (though less sensible based on geography).
I'm confused also as to who was spoken to, if the bag didn't arrive in HKG I hope you didn't just leave then call them. The first step is always check with the agent on site and see if they can at least tell you where the bag is. The 2-3 times in my life my bag has been "lost" the agent has been able to tell me immediately where it was, then it was just a matter of getting it to me, no issues.