Hi Charlotte, welcome to FT. I wish it was under better circumstances that you joined
Unfortunately delayed baggage handling is not a strong point of BA (nor or any other airlines I've experienced). No amount of phoning, emailing, twitter, carrier pigeons is ever going to make your luggage arrive quicker if it misses an connection. No matter what anyone says - you just get fobbed off.
It is really a case of just wait for it to arrive - go out and enjoy yourself whilst the baggage gremlins finally managed to deliver a bag to your specified address. I trust you got a form at the airport, and were given a reference you could logon to World Tracer?
BA will reimburse you for items you may have required - toiletries, clothing etc.