I'm assuming you have filled a report in the baggage claim area in Newark? DO you have a Worldtracer link or case reference? You can then follow the process on
https://wtrweb.worldtracer.aero/WTRI...5-D4AEFE1C2937
I'm not sure if LO has ever lost a bag of mine, but multiple other airlines did, and the process was always the same - log a report and wait a few days for the bag to show up, in the meantime charging necessities to insurance/airline if/as needed.