I just wanted to provide everyone an update regarding this....
I have not received my bag yet. It has been a month. I filled out all of the necessary paperwork on Delta's website on 9/12 for lost bag and 9/19 for out of pocket expenses. Attached all of my receipts for the out of pocket expenses. Received an email from Delta on 9/27 notifying me that the claim was being processed and I was assigned a claims manager to work my claim.
The individual I was assigned sent me an email that was very hard to read due to poor grammar. They also forgot to attach a document that I was supposed to fill out. I responded asking for the document and had follow up questions. I received an email on 10/4 saying that I had not responded and Delta was closing my claim. I called Delta immediately and someone from their baggage team said they would be emailing a supervisor. The document that I was supposed to fill out randomly appeared in my inbox. The document is basically the same thing I have already filled out on their website. I sent it back in this morning and will be sending it via FAX as well.
I am really worried that this is not going to go anywhere and that I may have to look into small claims court and I am also very surprised how poorly design this process is and how difficult it is to actually talk to someone regarding on what is going on. If Delta has any areas of improvement is definitely around this overall process and the people they have operating it.