This is not an NCL issue. This is an airline issue. NCL just books your flights for you. Hold times for airlines are incredibly long - reach out to their social media teams with your claim info, they should be able to track down where the bags are.
Lost/damaged luggage reports usually have to be filed with the airline's baggage team prior to leaving the airport, whether they're lost in destination or at home airport.
Did you purchase travel insurance or have some sort of insurance benefit from a credit card? If so, I hope you kept receipts of things purchased while on your trip to submit for reimbursement.