At LCY you should have filled out the WorldTracer information at the luggage desk when your bags didn't arrive. You will have been given a tracer number with which you can keep your information updated. In 97% (or so) of cases, your luggage will be with you within a week or so. There is no point in calling or writing letters because you'll be fighting the highly-automated luggage delivery system. On return journeys there is typically no travel insurance cover for delayed luggage, and I doubt TAP will give you anything other than a gesture. If your luggage is truly lost (considered so after three weeks) you are eligible for a payout of ca SDR 1,131 (special drawing rights). Google will tell you the current exchange rate. Unfortunately business class luggage is no more immune from misplacement than economy, and the scanners didn't know it was your first time.