If I were flying in at 9:39pm, I wouldn't tag my bags...I would just let them go to baggage claim and get them myself. Much easier. You are really cutting it close. Even if your flight arrives, ontime, at 9:39, you won't get your bags delivered to you until about 3 hours after you checkin at your resort...that could mean no bags until 1am!!!!
If your flight is delayed, who knows what will happen to the bags. THey will probably go to baggage claim until someone pulls them and puts them aside.
I suppose you could always go to baggage claim and see if your tagged bags get out there to you. Some have said that the tagged bags just sit in the baggage area until the next morning and don't get out to the baggage claim area for the public.
Me? I just wouldn't take the chance. Don't tag the bags, get them yourself, and bring them to the DME bus with you.