I wouldn't have any expectations on compensation for a delayed bag, regardless if it is first or last leg. I waited almost 3 days for a bag in HKG (got it a few hours before proceeding to next destination) and got no compensation. (Didn't ask, wasn't offered)
Reimbursement for a claim is another thing. If you had reasonable costs replacing items you needed, I guess they will give you the money back upon presenting receipts. You need to use
the feedback form.
Be prepared to wait months and months for request to process.