Just had a similar story
only my bag arrived TLV on erev shavuos, and they made me come pick it up, as they have no delivery before yom tov.
I didn't buy anything as I did not have time on erev yom tov
Should I file a claim with NY office or general (TLV) office?
P.S. I got the ticket on a AMEX card am entitled for anything there ?