I can certainly understand your frustration. You booked DME and want to use it to it's fullest...that's the whole point. I'm sure that either your TA just didn't get to getting them out to you (possibly lost them) or for whatever reason, DME didn't get them to the TA. If I were you, I would call DME myself, just to be sure you are in the system. If not, they can add you now.
So....if you have to travel without the yellow luggage tags, just hold onto your baggage claim tickets and give them to the DME CM at the checkin desk. They will send someone to get the bags and get them to the DME truck so they get to the resort.
I have found that there are many TAs out there who profess to be Disney knowledgable, but truly aren't. If there are those of you who wish to use a TA I suggest booking with one who is truly knowledgable about Disney. There are too many things to leave to chance.