I'm really unsure of how to proceed with this, so I figured I'd turn to the DL guys as I am decidedly not one of them. On 8/21 I was supposed to fly LGA-ATL-MDE on DL. Due to WX, I was going to misconnect in ATL and was rebooked by the gate agent on Avianca, going JFK-BOG-MDE. The gate agent said my one checked bag would be pulled and available downstairs, which it wasn't. I talked to baggage services and they said that when I landed to talk to DL in MDE to file a claim. I landed in MDE at 8:20AM the DL baggage office was closed so filing a delayed baggage claim wasn't possible. I called DL baggage services and they said they had nothing to do with it since my carriage was completed by AV, and AV said it was on DL since they possessed the bag, forcing a message to DL in which DL said they would pull it off the flight on 8/21 when it landed, transfer it to AV, and AV would bring it to the hotel.

Today, 8/22, I went back to MDE at 6:30 PM and checked with AV who said they did not have the bag. Next I went to DL who had the bag, said the reason AV didn't have it because AV refused it for "unknown reasons" and that my bag is technically not delayed by 24 hours since DL flight on 8/21 hadn't passed 24 hours since landing.

So, to condense: wx causes misconnect, rebooked on AV, without bag for 34 hours, DL says it is AV's fault

What is my recourse here, if any?