Curious as to the reason for the ATL-CDG delay... sounds like it may've been crew rest also?
Anyway, getting delayed bags on both ends of the trip is pretty bad... however it doesn't sound like its DL's cause. Outbound is AF screwing up, and the return is probably KL since they didn't get the bag to the DL connecting flight.
You should be able to submit your incidental and clothes purchases for reimbursement however.