Delayed international baggage held by customs

It is United's responsibility to get your bags to you: they will deliver them to your hotel or wherever you're staying. The reason United have given you strange advice is that there's a disconnect between what you think is happening and what is actually happening, and they've not figured out what it is.

Before United can get your bags, they need to be processed through Customs, like any other cargo. When United says that Customs will hold your bags for 48 hours, they mean "It will take Customs up to 48 hours to process your bags, before we can deliver them to you", not "Customs will hold your bags for 48 hours; if you haven't gone to them and retrieved your bags by then, Customs will throw them in the trash or whatever."

United are waiting for Customs to process your bags. United can do nothing until then; you don't need to do anything, and you probably can't do anything. Even if you somehow contacted Customs, I guarantee their response would be, "Your bag will be ready when it's ready. We don't know exactly when that will be but we aim to process all bags within 48 hours of receiving them."

If the airline routed your baggage differently it's not a problem so don't actually worry about it. Meaning, this is a scenario Customs and Border Protection (CBP) is well aware of and you are not violating any rules or laws.

Since you presumably need to complete your trip to PHL, go to the United or British Airways Baggage Counter (which ever actually flew the bags there) when you get to PHL and they will arrange to retrieve the bags and coordinate with CBP.

For clarity, CBP probably isn't holding the bags for any specific reason, it just takes them that long to process them as misconnects. Whether or not they can be delivered to you by UA/BA or you have to retrieve them is up to CBP. Unfortunately, issues from the recent storms are almost certainly adding to the delay.

Once you arrive in PHL, you go to the United luggage counter (next to the luggage belts), and they should have your luggage waiting. Then you carry it through customs like anyone else.

It is unclear if you already arrived and left the airport. If so, you need to go back to the airport and there to the luggage area, and proceed as above.
If that area is not accessible from the outside, an agent from the United Service Desk should be able to get you in (I have done so before).

They are normally not able to deliver it to your hotel, as they cannot take it through customs for you. Sometimes though, this is possible anyway; so you could call them and try to ask for delivery (as it wasn’t your fault that it was late).
Note that it makes a difference if you initiated the last-minute rebooking or they did - if you asked to be put on an earlier flight because you didn’t want to wait for next day, it is your responsibility to now pick up the luggage; if they initiated the rebooking, it is their responsibility, so they will deliver for free.