My mother lost an item on an internal flight with BA the other week. After filling in the forms, they told her that they allowed 45 days for it turn up.
Losing a piece of fragile baggage that was only marginally too large to go in the cabin and weighed practically nothing, between LTN and IOM??? She won't see that again!
Like others here, the only time I ha bags not make a connection (LH), they arrived promptly on the next flight 24hrs later.