Part 1. What did the United app say the reason was for your original flight to IAH? Was that delay alone was enough to make you miss your connection? If so, I would argue that that delay, provided it wasn't due to an issue outside of United's control, should make you eligible for some compensation (and the issue with headwinds is irrelevant and doesn't excuse UA from responsibility for causing you to miss your connection).
Part 2. Did you buy replacements for what was missing in your luggage? I would submit receipts for those and see if you can get reimbursed. But I believe you have to file a report first; however, I am not familiar with the details here so will let others who know more speak.