Thanks for posting. Similar experience here. I flew LCY-DUB in Club Europe on July 13. Bag was tagged priority. A few people had their bag checked in at the gate because the flight was full. I was first to the belt and a total of about 10 bags came but mine wasn't on it. I filed a report on the Swissport machine - it was late so nobody at the desk.
The next day the baggage report was updated to say my bag was going to be on the flight that afternoon but the bag status is still Not Found. Calling BA is useless as they tell me to go back to their website. I have half a mind to go to the airport and talk to Swissport. Good chance my bag is already there.
I would have expected a bit better customer service for flying club but I suppose not.