I just flew a DL/AF trip RNO-SLC-CDG-PRG

We checked 3 bags and only 2 showed up in PRG. DL says all were loaded on the DL flight in SLC, AF says they can't find the third bag.

I assume my claim would be with DL since that is who the (award) ticket was with. AF seems quite clueless and while I have had delayed bags several times before, this is the first time where AF is basically saying "we have no idea where it is."

Think I'll see my bag again? It was mostly full of stuff that is simply unavailable in Prague.

Don't know when you will see it again but your claim needs to be with AF since they were the terminating carrier in your itinerary.

AF told me I need to provide original receipts for everything with 21 days. I have the receipt for the bag ($300) but it is in Reno and so I have no way to get to it since I will not be back there for 2 months.

As for my clothes and other items, since I have no receipts (does anyone have receipts for clothes they bought 6 months ago?), there can't be compensation.

Most of the items in my bag are unavailable in the Czech Republic. Wondering if AF will pay the DL change fees so I don't have to fly AF or through CDG on the return?

This is the second time I have flown AF on the CDG-PRG route connecting from the USA, and both times my luggage has been lost (last time they never completely lost it, but it took 3 or 4 days to get back to me). I'll never fly AF or use CDG again.

Ironically, last time this happened AF gave me an AF T-Shirt... which is now lost in my bag.

You file the claim at your destination with the airline that brought there. If AF rep does not treat you well, take it up with DL. Do What you can with AF and then take it up with DL when you get back.
CO had damaged my bags, they were water logged when we travelled to Delhi. CO rep in India wanted receipts of everything too. Moreover, I ended up having surgery in India which made it difficult to attend to CO's demands. We did file a claim and got a claim number and furnished the receipts after we got back to the U.S. On another occasion, when I got my to my hotel in KIX, I could not unlock the bag as it's frame had been bent. MY wife called NW who told her that I should break the lock and file a claim with the baggage handling services at OSAKA airport. They said they would repair it. but I didn't think it could be repaired as the bag was badly damaged in my attempt to break the lock. OSAKA people finally agreed to replace the suitcase, with a used one. I wasn't happy with it as the lining inside had signs of prior water damage. Osaka people told me that's all they had. NW told me to buy another one in Japan, or buy one when I got back to the U.S. and submit the receipt. I ended up bringing the used one with me and bought a new one when I got back home.
Moral of these stories is that hold your ground. Be reasonable, but don't let them bully you.