I got a call from the Swissport FCO office today. The bag was loaded on the second daily EK DXB to FCO flight yesterday and they wanted to make arrangements for delivery to my location in Italy.

Sounds like it was in DXB. When it's delivered, I am curious to see if there are any Marhaba tags on it to evidence that they undertook the transfer service I paid for, or if it was solely EK that recovered it.