Hoping OP gets their bag. Even though technically the last carrier is responsible for delivering the bag, which sounds like Iberia... however if its in AMS there would be better luck getting it on KL with an AMS-MAD flight than sending it over to AGP and having it get lost there.

Ultimately, I would still add that to the list of issues with my complaint to DL, since it was their fault for the multiple MX delays and misconnect which caused the bag to be stuck in AMS.