This is an example of the issues with making separate bookings. If you had a through booking, then AA would have been responsible to get bags to ZA and handle any misconnections that occurred - if bags were delayed to ZA, then AA would have been liable for costs incurred
In this case, AA's responsibility was solely to get bags and you to IAD; since you didn't board, the bags , it seems, quite correctly stayed in DFW
Other than maybe some miles, I don't see it likely that AA will provide any compensation for this - if you cancelled the AA booking, you should be able to get the points back