So the new flight I was put on from BCN was also delayed by about 30 mins. And the final flight back to London left about 20 mins late from MAD.

Arrived back here here and no suitcases! They said they cases haven't turned up in London yet so probably in Madrid. Filled in forms and they said they'd contact me.

Is is there anything else I can do? Is they any compensation? Lucky my house keys are with me...