DL is responsible. The last carrier to handle it is always responsible. If they can somehow prove that HA never gave it to them, I think that would be a fight between HA & DL, but, DL is responsible to you!
The deal you speak of that changed a couple of years ago was either rescinded, or put on hold indefinitely.
I flew NW connecting to KL connecting to AZ to MXP once. No bags at MXP. AZ was responsible (which was certainly a treat)

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