Luggage did not arrive: checklist
What to do at the airport and afterwards: file before leaving the baggage hall, get the reference, describe the bag, keep receipts, tell the insurer, watch the deadlines.

[ ] File the report before leaving the baggage hall
    The baggage service desk is right there. Leaving and returning tomorrow is the slowest and costliest route.
[ ] Get the reference number and check the details
    Delivery address, phone, description. An error in the address means the found bag goes somewhere else.
[ ] Describe the bag in detail
    Colour, type, brand, stickers, straps, distinctive contents. That description is what they search by.
[ ] Photograph the report, the tag and your boarding pass
    Paper gets lost on a trip; a photo does not. Capture the tag number close up too.
[ ] Ask about immediate expense cover
    There is often an entitlement for essentials. Ask about the limit and what counts, rather than guessing.
[ ] Buy only essentials and keep the receipts
    Toiletries, a change of clothes, the unavoidable. Reimbursement covers reasonable costs, not a new wardrobe.
[ ] Track the status by the reference number
    And keep the correspondence. If the status does not change for days, follow up in writing, not only by phone.
[ ] Notify your insurer
    The policy has its own deadlines and document list. It supplements the carrier's obligations rather than replacing them.
[ ] Report damage at the airport immediately
    Photograph the case before you take it away. A claim raised two days later is almost always rejected.
[ ] Arrange delivery to your address
    Found luggage is usually delivered. Give the address where you will actually be and a phone that works locally.
[ ] Find out when the bag is officially considered lost
    After that a different procedure starts with different documents. Claim deadlines are usually short.
[ ] For next time: keep essentials in the cabin
    Medication, documents, chargers, a change of clothes, valuables. It turns lost luggage into an inconvenience.
[ ] For next time: label the bag inside and out
    An outside tag tears off; a note inside stays. Remove old stickers: they confuse the sorting systems.
[ ] For next time: photograph the bag and its contents
    One photo before the trip replaces half an hour of explaining at the desk and helps with the claim.

Checklist from Unload: https://unloads.me/c/lost-luggage