Fingers crossed it comes back today. I suppose the way BA would look at it is what is reasonable in the circumstances. If it doesn't come back today and you need to purchase anything essential then stating the obvious keep the receipts and send them in.
Was it a tight connection? Maybe that's why the bag never made it, possibly.
I'd like to think as a First passenger they would look upon any claim with more sympathy rather than someone way down the back. Maybe I am being too optimistic there?