LATAM Airlines complaint: Trip from Switzerland to South America

Hi, the issue regards t business class trip Geneva-Madrid-Lima with 24h stay in Lima and subsequent trip to Bogota and then to Mexico City.
The trip happened last week. Basically when I landed in Lima one of my suitcases never arrived. I filed a case in Latam’s Whatsapp application with Latam and the airline first got back to me on Wednesday evening (2 days later) once I arrived in Mexico, stating that the luggage had arrived in Mexico and that it would be sent to my hotel 1-2 days later. They never offered any compensation.
Also, I never received the luggage in Mexico and Latam told me they would send the luggage to Geneva. I have now returned back to Geneva and contacted again Latam who ed that they has sent my luggage to Zurich (north of Switzerland) … I dont know why they sent the luggage to Zurich. They also asked me to travel to Zurich to pick it up. Of course I told them I cannot travel 6h and asked them AGAIN to send me the luggage to Geneva. I arrived 3 days ago back to Switzerland and I am still waiting for a reply and how I can cmake a formal complaint and get financial compensation.
Latam continues asking the same questions in their Latam Whatsapp application despite having communicated many times where I live, what the complaint is about etc … they continue asking me where I live, where they should send the luggage etc. It’s deplorable.