Had similar situation mysedlf on my outbound AMS-LHR-HKG-BKK flights
AMS to LHR was delayed and the bags misconnected so they seemed to be sent onto BKK on a later direct flight- to then chase us round thailand for 48 hours lol
The thing that got me is that BA KNEW the bags had missed the flight before we even arrived in HKG- never mind BKK, Surely it wouldnt have been that difficult to contact us and tell us- save waiting at baggage carousel ages then having to enquire at lost luggage. They had our BAEC tags on bags and up to date mobile numbers and email addy