I think SAN was the right choice, considering that one of the bags had been identified and will travel on the next flight to DFW.

As to the other bag, from experience we know that the variance is very large. It may reappear with the first one, it may arrive a day or two later at DFW or (hopefully not) it might take weeks. There is only a short window (arriving at DFW by Sunday but not in time to make it to SAN) that would make DFW the best choice but the OP can just update their address in the system after receiving the first bag to avoid this.