The OP's TATL flight was CDG-MSP. I've never seen any photo matching thing at MSP, although given the requirement that one's checked bag be walked through customs and then rechecked, it would be prudent to wait for all bags to unload from the inbound flight before attempting to leave the customs area. IIRC there are typically some DL employees there, but no lost bag office. If the bag is "lost" DL would be responsible for delivering it to the OP at the destination, including taking it through customs in abstentia, although I would expect customs to open and search the bag in this case. [IIRC this happened to me once when entering the USA at either DTW or JFK.]

I can't imagine that anyone would have advised the OP to wait in the customs area once it was clear that the bag had not been on the flight, but perhaps someone was trying to be helpful and sent an employee to double check the hold of the AF aircraft. Still, it's hard to imagine how this could have caused someone to miss a legal connection at MSP nor, having done that, why the rebooking didn't make a confirmed reservation for the first available seat with options to standby for any earlier flights.

It would help to know details, but if it really was a three hour bus ride, that would seem to be Duluth or Au Claire. To drive to Des Moines, Madison, Sioux Falls, etc. all would all be at least four hours.

So, one ticket/reservation or two? Destination? Connecting time?