it seems 40 mins is a bit too optimistic for transit in GDL .

i know your first intention wasnt to check luggage but 40 mins - 30 mins for boarding = 10 mins for luggage handling . i have never seen service that quick (unless disruption) and dont expect anything similar in mexico

yes as with any other airline , but i would add that airline is just the front office (iceberg's visible part) of the entire process , as they usually sub contract one (or the only) local provider to handle luggages .. usually one provider handles all airlines in small airports

You should reach the luggage handler for AM in SFO and ask them to open a worldtracer case for you (most likely AM use worldtracer but it can be another system) or check if luggage might be in SFO already

whatever they tell you , its up to them to keep track and inform you when luggage as been found

Only thing to do is to give all details for agent to fill-in worldtracer about your luggage , how to reach you and where to deliver luggage and wait while checkin your phone/emails regularly

beware that worldtracer emails can be flagged as spams

Even if you do not find an AM agent or employee, there should be an office for left/delayed luggage before exiting luggage area, so go disturb anyone if needed but you need this case to be opened

If not found after certain amount of time , the montreal convention will apply (in your case its most likely this one) . It defines your rights and airline's duties/liabilities

Yes , in a nutshell , here are golden rules
.

1. absolutely never leave the airport without the worldtracer case ID .
2. always check hand luggage rules (size/weight/quantity/volume) for each airline before and stick to these rules
3. always pack your stuffs in a way that if checked baggage is lost you wont be in troubles
4. always be ready to have your luggage checked , even if you dont want
5. never book a flight with such short connection
6. always label your luggage (inside/outside) efficiently (name/surname/phone) so it can be identified if lost
7. never loose luggage sticker until you get your luggage at final destination
8. always check the state of your luggage and the content before leaving airport

.
You are welcome