I wonder if the tag information was sent to AI when B6 gatechecked the bag. If the computer isn't set up to transmit that information, then AI would have left the bag behind in JFK.
In general, it's good practice to show baggage tags to the next airline before boarding, to ensure that the numbers are in the computer. After the AI 182 bombing, all international flights are very strict about passenger-bag matching.
If you've placed a claim at AMD with AI, there's not much more you can do. You should check if your credit card or travel insurance will reimburse for new clothing purchases due to the baggage delivery delay.