I understand this must be frustrating especially under the sad circumstances you needed to travel.

However, the airline didn’t do anything wrong, these are the terms and conditions they work with.
In Europe it’s usually not possible to change flights unless you have a fully flexible and even then you need to pay the fare difference.

Regarding the luggage, this is also according their T&C’s. Luggage will only be delivered when there is a longer layover than 12 hours. And the fee is hefty but understandable otherwise this practice would disrupt their operations.

I hope you arrived safe and sound. For next time you could book SEA-CDG paid with miles and a separate cash paid ticket, where AF can actually merge the bookings and check luggage until your end destination in Spain. Or as some suggested, use a LCC for the last leg.