Claimed once for a trip fellow to Macau.
All luggage arrived, except his.

Check with airline luggage counter (lost/unclaimed counter).
They check/call and confirm luggage still in KL.
Next flight is confirmed next day, so ... yahoo! full claim
Remember to get a form/letter from this counter to acknowledge the luggage is delay, and when collect the time, there is another/same form/letter, for you to submit for insurance claim. Very important.

Read the fine print, there are roughly 3-levels of claim:
1) Less than 2-4 hours = RM200
2) 4-6-8 hours = RM400-600
3) >6-8 hours = max RM600-800

So, we go shopping for everyone, of course the receipts must be valid/reasonable. Cannot simply taruh also, although most are in Chinese words or hand-written.
The person manage the buy RM400+, the rest utilise by other members.

Come back, call agent. Submit claim.
Max full claim within few weeks

I was quoting roughly from my mind, since it was a roaming call from overseas.
The point is, the luggage delay claim is staggered by X hours.
I did not check further, as the claim is submitted by the other person.

Buy from outside which will cover the entire route. They count by days.