The first part is just to report the experience so far:

Flew FLL-CLT-MUC - first segment was rather delayed and I pretty much had to run to make the MUC flight. Had no expectations that a baggage handler would run as well; the bags got unloaded pretty much the same time that the MUC flight pushed back. OK - so far so good - happens. After getting off the MUC flight but before reaching baggage claim I got an email from AA saying the bags were delayed. OK - knew that from the app as well. So go straight to baggage services where they claim that they can't open a claim until all bags are unloaded. Tell them I can see on the app that the bags are in CLT. They say the app can be wrong. Show them email... They are still trying to make me wait until they are done will all bags. Eventually was given a form to fill in (before they finished the belt) - it was in Spanish - I offer to do it in either German or English. Get English form. I explain that I am going to Villach (Austria) today to pick up a car of mine and will then be at the Danube outside Vienna for a while. I suggest to fly the bags to Vienna - but they don't want to hear it - but say they will get it delivered to Austria - fair enough - they can do it how the want.
You get an email with a claim number plus a link to a website (whereismysuitcase.com) which is seemingly blocked from Europe (by the site) - wild guess not GDRP compliant.
Next day, the regular baggage tracking on AA shows that the bags were loaded on the MUC flight the next day. OK - if LHR would not have been such a mess, I would have expected them to route it through there - but let's assume this was a good choice (rather than slow doing nothing) and the bags clearly made it to Munich Saturday 7am. I did not hear from them Saturday, I did not hear from them Sunday. So eventually I called the EP line, got transferred to baggage service about 40 minutes later and was told "they'd send a message to to the local team to open a delivery order". Told the agent that the web site was seemingly blocked from Europe (tried internet from Germany and Austria - also different computer) - was told that it would only be turned on once they have a delivery order. Sure... And there people complain that EP aren't treated well. They will enable a web site just for me once my bags are on the way...

I don't have much experience with AA delayed baggage - the few times I had to deal with Airlines and delayed bags - they got it to a destination rather quickly - but I am not sure what to do here - is there a better number to call than the US EP line (which was suggested by the twitter team). I am a little baffled why those bags are in MUC for two days and nobody does anything about them.