I fly a lot... over 100K/yr and the airlines have lost my bags, (not clubs, always just baggage) more times than I can count. The longest they were ever lost for was 3-4 days. I think they went to Hawaii and I went to SFO. During that time, I've never had anything lost permanently. *KNOCK* ... *KNOCK* on wood. They have always made their way to me eventually.
Usually I can get hold of someone that can at least tell me where they are however. The tracking ticket is checked at each stop along the way, so it would be in their system from the time you checked them in, through each layover, until they arrive at the destination. The last time this happened, I checked my number at the airport in their computer and it even showed what baggage claim turnstile they arrived on (different from what it should have been) I walked to that number and sure enough, there was my bag. As long as it is in the system, then you should be OK. If it wasn't in the system, then I would be concerned. From your statements it sounds like its most likely waiting for a flight to be placed on. I voted yes, you will get them back.