**UPDATE**
I have an update regarding my situation as posted here

After advice from the comments, I haven't contacted Virgin Atlantic yet knowing that I have a weaker case against them.

However, Delta's claim officer called me couple days ago and said that since my flight plan was cancelled by Virgin Atlantic, it's not Delta's fault that they delayed my bags for over a week, so they won't reimburse me anything.

Here's the story about the lost baggage. Any advice on how to handle this would be really appreciated. The whole experience has been super expensive and frustrating for me.

December 14th, 7 AM - I flew from PHL to JFK in Delta.

8 AM - I landed in JFK. I was at the Virgin Atlantic's boarding gate for about 45 minutes trying to figure out my travel situation. The VA agents at the boarding gate told me that my bag has been pulled out of the plane and I can collect it from Delta's baggage claim.

8:45 AM - When I went downstairs to the baggage claim, I couldn't find my bag. I spoke to Delta agents and they said that "yes, your bag was pulled out of the plane, but one of our staff made a mistake and put it back on the queue. But your bag is still in the JFK airport. We will have baggage handling guys pull it out from the queue and bring it back here. You can come back after 30-40 minutes to pick it up."

9:00 - 9:30 AM - I used those 30 minutes to step out to the lounge area and figure out the rest of the trip. I finally booked my tickets with United and made travel arrangements to go to EWR from JFK (neither VA nor Delta helped me here, off course).

9:30 - 4 PM - When I came back after 30 minutes, I found my bag was still missing. I checked again - and they said, they are having someone bring my bag to me and asked me to just wait. Now, this is almost 10 AM. I spent next 6+ hours at the airport in the baggage claim area trying to figure out where my bag was. Delta kept changing their story from "Wait for few minutes" to "It's Virgin Atlantic's fault, talk to them" (spoke to Virgin Atlantic staff but she didn't even bother to look into their system to find my bag), to finally Delta acknowledging, "Sorry, we can't find your bag, but we know it's in JFK". Delta's baggage claim supervisor tried to find my bag in the system. He said the last time my bag was in Delta's system was at 10:30 AM in one of the racks but when he called a staff in the racks area to retrieve my bag, it was not there. And they don't know where my bag is.

4 PM - My flight to United was at 8 PM, but I still needed to take a bus to EWR, do security check up again and figure out if they were also going to refuse to board me. Delta's baggage supervisor said "sorry we messed up" many times. They acknowledged that it was their own staff who mistakenly put my bag in the queue AFTER it was pulled out from the VA plane. The supervisor asked me to fill out the claim information. I wrote down my Indian (Delhi) address and Indian phone number, and the supervisor said "we will deliver your bag to your doorstep in Delhi in a couple days". I got a tracking number and the supervisor told me to track my bag on www.delta.com/trackbag

4:30 PM - I leave for EWR. No issues while boarding there.

December 15th 10 PM (Indian Time) - I land in Delhi. I check delta.com/trackbag. I see that the bag is on a KLM flight (Delta's partner) and is in Amsterdam. And it is scheduled to arrive in Delhi on December 16th.

December 16th - I check delta.com/trackbag - no update in status. I spend entire day at my address to make sure I don't miss the delivery. I called Delta, gave them my tracking ID and my baggage tag number - they couldn't find any information about my bag. Asked me to call back next day when they have more information. Delta's "999 Baggage Assistance" emailed me saying the same - they have no information but they are trying to find it. I have that email as a record.

December 17th - I check the website - still no updates. I called Delta again, they acknowledge that the bag was enroute to DEL through Amsterdam, but they have no current information. Asked me to give them one more day. Email asked for more details, but didn't provide any idea about what happened to my bag.

December 18th (Friday) - I check the website - still no updates. I call Delta - they had no new information for me. They don't know where my bag is. At 4 PM (1 hour before the airline luggage counters close), I simply drove to the DEL airport. Walked up to the KLM luggage counter at the airport. Found my bag sitting there among a pile of other lost and found bags. The staff there asked me to sign my name before allowing me to take the bag home with me.

December 19th (Saturday India Time/Friday EST) - Received an email from Delta - they still have no clue where my bag is. I told them that I found my bag.

Fast Forward - last week - Delta sent an email saying that they were sorry for the delay in my bag and that I would be eligible for any purchases I made during this time. Asked me to send them receipts, which I did.

Couple days ago - The Delta claim agent called, asked me to tell her why I got out at JFK. I just mentioned "I didn't have the right documents for Virgin Atlantic, so needed a different flight". And before I could even further explain the rest of the story, she just cut me off and said "sorry, that's not a Delta problem. We are not liable for delay in your bag if you change plans. You are not eligible for any claim. Bye."

So there's where I am right now. Tell me in which world is this justified?