lost bags

Where to start. i have arrive in Cape Town on tuesday morning and didnt recieved my bag. where my final destination will be bloemfontein. so ive asked where is my bag and it was in Amsterdam and will be send via courier after it arrived in Capetown. Now it is a week later phone them i still didnt recieved my bag answer is oo sir it was sended to the final destination but no one from bloemfontein contacted me regarding my bags. after the agreement that was given to me they will courier my bag to my adress. For more then a week already i didnt recieved not my bags at all. and Bloemfontein airport do not even try to call them because no one answers there.