Rule number one is to never trust answers from checkin/lounge/gate personel that are beyond the very obvious things you can immediately verify with your own eyes.

Rule number two, if an airline offers to send the luggage somewhere it usually ends there, even if they don't fly there. There's interlining and all kinds of other arrangements that takes care of that. In your case it would likely have gone to any European gateway to hitch a flight with AY which is a OW partner.

Rule three, if you have a tight schedule, take ownership. That way you know what can and can not be accomplished.

-A