Since AF delivered you to your destination, all lost bag responsibility is on AF. They should reimburse for reasonable purchases of item, including clothing, that you need in the meantime, but you're at the mercy of AF policies subject to regulations.

You need to report the missing bag to AF, if you haven't already done so. It can be helpful to have your hotel concierge call the local AF lost bag service in the local language at your arrival airport IME. It's the responsibility of AF to deliver the bag to your hotel (or whatever); you don't need to return to the airport to collect it.