They key is this: Your inbound to CDG and the outbound on to AMS - were they the same carrier??
If the same airline, then they are responsible and you can claim from them and beat them up.
If you changed carriers, then you have a problem as each can (= will!) blame the other.
Check your insurance for what you can replace immediately, pending settlement from the airline/s.
I have to say, if I am am to change carriers, I always claim my luggage between sectors, even if there is a time penalty. If I am staying with the same airline - leave it with them as they have to take responsibility.
Good luck!