Originally Posted by
Often1
The issue has nothing to do with who actually lost the bags or with alliances. It is an IATA convention that the last delivering carrier is responsible to the passenger. If the bags are recovered, it will be KL which delivers it to OP. If the bags are lost/damaged, it will be KL who reimburses the passenger. It will then be for KL and DL to slug out responsibility, but that has nothing to do with OP.
Yes, when the OP stepped aboard a KL flight as the last segment to his destination, baggage tracing and compensation stopped being DL's problem.
There are ~250 carriers that are party to the IATA's baggage convention. The rules should not be a mystery to any (true) international-traveling frequent flyer FlyerTalker.