The last carrier you fly on is generally responsible for your luggage.
If you flew AF from Italy to CDG, missed your connection at CDG because of a late inbound and was re-routed on to DL metal, via ATL to SFO, DL ultimiately should be responsible.
With all of the other crap going on within the DL system, including the Comair shutdown, it would be a miracle if you could actually get through to DL.
To the OP: I sincerely hope you filed a luggage claim with the luggage office at ATL before you made your connecting flight - I am assuming your luggage was not on your CDG-ATL flight and you went through US Customs without it.
If you were pressed for time and could not file a report with DL baggage at ATL, at least reported it to DL baggage at SFO. If you cannot get through to DL via the phone, I would pay them a visit at SFO and make an inquiry.
If they try to shrug you off, advise them that as they were the last carrier who transported you, they are responsible for your luggage.
As far as where the luggage is, it's possible it might have never left Italy on your first flight; most likely your luggage was misrouted at CDG.
Be pro-active with DL and hopefully you should have your luggage soon. Last but not least, because of limitations under the Warsaw Convention for international travel, it's always a good idea to obtain extra insurance for your luggage.
Good luck!