4 hour connection where? Who was your originating carrier? Who is your delivery carrier?
Basically the delivery carrier is responsible for getting the bag to you, irrespective of who first flew you. So if you first flew CX and connecting to BA to CDG, BA is responsible for getting the bag to you. All complaints are to be directed to them.
By the time they found your bag.. it has to be loaded to Paris and then when it gets there, there will be extra security checks on your bag. Then they will gather the rest of the lost luggage found that day, and then they will deliver it to you. It doesn't mean that once your bag gets to Paris that they will send it out to you specially.
At least they found your bag. I had a connection at LAX from SAN on AA to AA to LHR with a four connection as well.. and AA lost the bag.. and they said that they have 'no idea' where it is. And yes it took them over 10 hours to deliver it. AA didn't give any compensation. Did BA?