my advice to the op is that if they have good reason to believe criminal activity occurred then contact the relevant police authority

a bag not being on a plane is not, in my opinion, evidence of it being criminal activity

based on my delayed baggage experience, anyone in a call centre saying a bag was loaded on a plane should be taken with a pinch of salt

on a jnb doh waw krk i was once assured by staff in waw that my bag was in waw and would be on my krk flight

when i got to krk my bag was in doh there was no way it got to back to doh from waw in the time it took me to get to krk