I did the booking myself through expedia.co.uk site. I _was_ a travel agent!
I have a file number and all that, just no bag. Delighted to hear that someone got their bag back.

Yes, master purchase protection on bought articles. Find all those receipts for CDs and DVDs bought over the holidays ... I think I will pass. I claimed once on the car insurance deal and it eventually panned out. For less than $500, I would not bother again. Thank you for the suggestion.