Shan-e-Bhopal - तेरी खूबसूरती से नजर नही हटती, नजारे हम क्या देखें - ललितपुरी रेलफैन

What does one do in case of loss of luggage cloak room? I kept 2 bags in the cloak room at New Delhi Railway Station PF No 16 yesterday afternoon as I had a train to catch at 11.30 PM. When I went to collect my luggage, i bag was missing. The staff there was least helpful and I almost missed my train trying to argue with them. They were not willing to give me in writing that i bag was lost. They wanted me to also keep the other bag in the cloak room and come to inquire about the lost bag in a few days. Finally, I gave them the receipt but wrote on it that I had only received 1 bag and 1 bag was missing.
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want to know, how can I take this issue up and ensure that either I get my bag back or am compensated for it. I have noted the time and the number that was written on the bags before they were kept in the cloak room. I have not been able to lodge any complaint so far as the staff their were not giving me any register or other means to lodge the complaint.
I was just in transit at Delhi and would not be visiting Delhi for atleast a couple of months now.
Is there a way that accountability can be fixed for this or should i just forget about it. If yes, then it would be of great help if any member can advise me about the proper channel to take it forward.
Thanks