Just an update, I got a call last night and Southwest found my bike in DC. They dropped it off at the hotel overnight and it had a few new dings/scrapes and a broken off reflector on the front rim, but not unexpected since it was probably thrown around a lot in the past two days.
Advice I gained from this experience- Don't leave your sneakers in with the bike, so you can still exercise should your bike go missing. One set of gym clothes and sneakers in your carry on and you can keep moving forward for the day or two until you are reunited with your bike
Dings and dents come with the territory. I don't know if I would be doing this with a $1000+ bike or something carbon fiber. I can improve my wrapping but it is a balance of how much time to put into it before it becomes a PITA.