Sorry if it seems like I'm stating the obvious, but have you filled in the relevant form at the Baggage Services Desk?
I only ask that because, for security purposes no airline is permitted to load "Rush Baggage" on to a flight unless they possess documentation proving that the passenger has already travelled - word of mouth or a telephone call is not, by itself, considered sufficient!
It is very unusual for baggage that hasn't made a flight not to be loaded on to the next available one if the correct procedures are followed. Mind you, we are talking about Spain here and their baggage handlers' manana attitude is legendary!
Regrettably, passengers often leave the airport relying on the mobile phone or a secretary to contact Baggage Services on their behalf!!!
My apologies if it is our Baggage Services depoartment that has screwed up!
Good Luck!