Chances are that it will turn up. If the bag made it to HSV and UA knows which courier service it used, you can likely call the courier service ostensibly to get a delivery time and it will likely show up.
But if it doesn't show up, unfortunately, if it's not covered under the COC, it's likely excluded under your homeowners or any other commercial policy. Additionally, if the retail for the camera is around $200, you can bet that some event planner for a conference buying X of those items, didn't pay even close to that. This also gets into deductibles and the fact that making claims against homeowners for smallish amounts is a losing proposition.
As to other items, don't kill yourself on receipts. Most people don't keep them for small items with no warranty. UA and other carriers use estimates of fair market value (not replacement value) to come up with what they will pay, receipt or not. The shirt for which you paid $75 a month ago might be worth $25 today and so on.