I've taken DME to...POP (3 times), to BWV (2) and BCV (1)...with the most recent being BWV last month. I usually arrive around noon..shortly before or after. It has routinely taken about 70 mins from deplaning to resort checkin. For the most part, I can't tell you when my bags got to my room because I wasn't there! I was either swimming or at a park. Only one time have I been in the room when the bags got there...at BWV, I got into my villa at 4:15, after checking in at about 1:00. Our bags appeared in our room at 4:30ish. Not too shabby.
At the other resorts we just went off and did our thing..when we got back to the room the bags were there.
As for arriving later at night.....be sure to pack your carryon (no matter when you are arriving!) with whatever you will need in the immediate future. I usually pack a change of clothes (shorts, tee, undies), a swim suit if it's hot, travel documents, park passes, electronics, and my quart size ziploc baggie with toothpaste, mouthwash, sunscreen. If you arrive later at night (after 9ish I would say) you might want to have your bags held until the next morning. They could deliver them in the middle of the night otherwise..not fun if you've just fallen asleep.
Or, you could just not tag the checked bags with the yellow DME tags, and pick them up yourself at baggage claim, and then you can bring them to the DME checkin counter, and then over to the bus, with you. The bags will then be stowed underneath the bus you are on, and you can have them, with you, when you checkin. And no need to worry about when the bags will get there.
It's up to you how best to handle it. But, I would put away any fears or nervousness about using DME. You may very well have read some scary experiences, but remember, they are in the vast minority. People tend to report bad experiences much more often than good ones...just the nature of the beast so to speak.