Googled the company online and found a better number.
They just "found" the bags and will deliver them tomorrow.... Over a week later.
And I'm in the same boat. No "luggage delay" insurance only "lost luggage" which isn't the case here, since they never lost it, just delayed the delivery a full week.
Lesson learned.
I'm could be wrong, but I think 3 days is the cutoff for delayed baggage and after that you can consider it lost.
At least thags what I remember seeing.