Sorry to hear about your experience. I was in a similar situation but they automatically bent their rule for me as I'm Platinum. I wouldn't have cared that much if they didn't since I was covered anyway by my credit card travel insurance.
Next time, try to use the app to rebook yourself, it works pretty well.
I don't know which airlines you intend to fly instead, but I'm worried they aren't better if not worse than KLM regarding customer support. So unless you intend to stick to an airline you have elite status with, it's likely you will come back on AF/KL at the first disruption.
Regarding bag delay: if your connection is less than 45min, be prepared to have your bag delayed about 1/3 of the time. They however usually deliver it within 24 hours and they will reimburse upon receipt any clothes or toiletries for up to 150/200€ without posing any issues.