I'm sorry to hear this has happened to you, its frustrating to lose bags, it was a way of life for me for a number of years when coming from the DWF and IAH into LGW and connecting from LHR to LCA. Very rarely did they not eventually turn up.

Assuming you have done all the usual paperwork for missing/delayed bags, as a gold card, you may find speaking to that team is more productive than the prospect of having someone from BA read this thread and intervene. I'm not sure from your post how long ago this occurred but I'd be inclined to let a little time pass before reporting it as a crime to the police, (on indeed suggesting to BA that is your intention) who I fear may not be very interested unless there is some specific information you have to hand about the incident pointing to unequivocal criminality that has not been shared here. As others have mentioned, once the bags have vanished down the conveyor belt, they are out of the check in staff's orbit unless you feel they are working in concert with the baggage handling team, but if so, it would seem odd for the bag to be scanned and loaded, and then removed and scanned again.

As a general rule, the theft of bags once they have gone airside is tricky, due the security involved of getting back landside. Bags going missing tend to occur after the customs hall, at the destination airport, once customs have OK'd them for clearance to landside. Not to say it can't happen of course, or a new tag placed on and the bag being sent to Mexico or something like that where removal from the airport may be a little easier.

I've seen it reported that currently BA are mishandling about 70,000 bags a month.