I would definitely call and confirm that they still have your reservation. But at this late date, I'm going to guess that it's too late to receive your luggage tags, but they may come through for you.
But even without the luggage tags, you should still be able to take advantage of using the Magical Express bus to deliver you to your resort. You can either wait for your luggage at the luggage carousel, bring it with you to check-in at the Magical Express desk and then bring it on the bus with you OR you could check-in at the desk and describe your luggage and hope that it makes it to your resort. I haven't heard too many complaints about non-tagged luggage not making it to the resort.
Sorry to hear that your tags have not been received by now.
