The airline delivering you to the final destination (if on one ticket) is responsible, in this case AI. You have to pressure them.

Also, do you know someone in NYC? I left my sons carry-on curb side at JFK when getting into a limo and only realized once we got home. Calling got us nowhere. When dropping off someone a few days later, I passed by lost luggage in the terminal and the bag was right there. They said they called the number on the ID tag but it was my kids cellphone and kids don't pick up the phone anymore. They only text.