I recently flew Egyptair from MAD -> CAI -> EBB

My checked bag was left in Cairo for 5 days and I reached out to airline about compensation the day after I received the bag, but got no response. I followed up after I got home for travel a month later and they rejected my claim because "I had not complained within 21 days." I sent them a copy of my initial written communication and they have ignored me.

Egyptair cited Montreal Convention (article 31) as what they follow for compensation for baggage delay.

I'm wondering what regulatory authority to complain to in case they fail to follow their own rules. Since my travel originated in MAD, would EU regulations apply or would it be Egypt Civil Aviation since the bag was lost on a leg between Egypt and Uganda.

Thanks!