CBP won't be helpful here, so you can rule that one out.

Your best bet is your travel insurance. Then if was BA that led to your bags missing the flight and thus unattended for CBP purposes, you could try to get BA to pay for the damage, and there is some scope within the Montréal Convention on this. I'm not clear what the airtags were saying here, but if they go to T3 in time and were left there, then it's AA that is on the hook, and very good luck to you. Broadly speaking damaged baggage is handled by the final carrier (which again suggests AA).

It's not a good idea to lock bags these days, with the exception of firearms where particular rules apply. You are locking them against baggage handlers who are CCTV'd and searched, and who know what will happen to them if they are caught; and CBP/TSA, who have good reason to gain access to bags. Everyone else is going to smash their way into a case if it's worth their while. Zip ties (cable ties) are probably the most useful alternative but even then I have my doubts.