There is something I do not understand regarding this incident: Why did you not receive the full baggague report, containing your personal details as well as the reference number? That is the most important document, especially for insurance and everything else related to claiming expenses, money,...??
I would never ever have left the airport without it!
Further to this, I can only confirm what was already written before: Call LH First Class hotline, HON Service or Senator hotline. They can all call the first class service manager at FRA directly and should be able to sort out this incident within half an hour, as they only need to trave down the same pax that checked in with you plus/minus 5 minutes. At least one of them must also be missing his bag(s) and the list should be pretty short.
I am sure that you will receive decent compensation.