TL;DR: Booked partner J award ticket with UA miles operated by AC. Things went seriously sideways due to MX resulting in missed connections and a lost bag (eventually showed up 4 days later). I know that according to Montreal Convention, delayed baggage compensation claims must be filed with the last operating carrier (we were rebooked on TP), but any advice on who to complain to regarding the MX issue and horrible customer service? Does United ever issue compensation for partner J tickets booked with UA miles?