Not to dismiss your annoyance, but this really is just another day in the life of air travel. Baggage mishandling is very common, particularly when transit points are involved. The fact that you managed to retrieve the delayed bag before leaving the airport is a pretty good outcome. At some point, you'll come to realise that priority tags mean very little. They absolutely do not reduce the likelihood of mishandling.

I can assure you, BR (along with TPE) are far from the worst when it comes to dealing with checked bags. While I appreciate that this was an unpleasant experience, no airline in the world can pinpoint your bag down to a tee. A lot goes on behind the scenes that don't get communicated properly. It's common for rerouted/delayed bags to just... show up at a destination, to be dealt with by the ground staff. The best thing you can do to help with future travels, short of going hand-baggage only, is to invest in AirTags.