Thanks it showed up this morning 3 days later. The most annoying part was that they had no clue where the bag was. Apparently WestJet doesn't use a tracking system for their baggage, so there's no way to see when/where an item was scanned. Seems very outdated to me.

Interesting fact. When I was calling Delta to check on the status, two separate agents told me that as a diamond medallion, Delta will typically reimburse within reason whatever is claimed in the bag, even if it goes over the fine print limit of $3,800.