If those are your original flight numbers on the original dates you were meant to travel then Delta have more or less spoken from their rear the entire time. Sounds like they just didnt take your bags off to be honest. The other stuff may have happened in Atlanta, no reason for it to happen in the 1st airport as they would have had to get your bags off... why not give them you back without all the fuss otherwise?
Whether or not the brutal treatment

of your luggage is the US / TSA way of saying "ok this is secure" meant that was the reason it traveled is a mystery. If not then they did go unaccompanied and probably without BA's knowledge. Hence a c*ck up on Deltas part. Oh dear