Lost may be rare, but they do get delayed, even on direct flights. We've had bags delayed to SLC and Big Sky for 36 hours. The Big Sky (BZN) flight was direct from Newark. We took off 55 minutes late because according to the captain "he wanted to make sure every piece of luggage got on board." When we arrived, there were 75 people without luggage.
I have yet to see a bag that will hold both boots and helmet which fits the official 22"x16"x9" carry on max outer dimensions. That said, with a little, or a lot of persuasion you can re arrange things, remove the helmet or boots, and smash most boot bags in to that size check box. However, it appears they are now even instructing agents NOT to allow people to SMASH/FORCE a larger bag in to the size check box at the gate. Here's a recent news story about that. They apologized to this lady but didn't go so far to say she was correct and the gate agent was incorrect about the bag being the proper size..
United Airlines workers caught arguing with woman over carry-on bag in video
As do I only SW doesn't fly to very many "off the beaten path" ski resorts.I flew United to go skiing in Europe. My wife and I had roller carry-ons for ski boots. On our way there, we carried on the bags with no fee. They fit in the overhead bins, but not within the confines of the 'official' bin they use for testing.
On the way back, the ticket agent demanded a demonstration of fit in the bin. They were about 1" too big (despite our actual flight experience). They charged us to check them.
We've flown with these same carry-ons for multiple trips and never have problems unless the bins are already full. Full from people not checking bags to save $100 round trip.
Basically, I never fly any airline but Southwest if at all possible. Their baggage policy makes sense. With other carriers, it's luck of the draw depending on the ticket agent.
I pack my 295BSL ski boots in a UA/AA regulation size carry-on (smaller then SW allows), along with a shell ski jacket/ski pants, light down midlayer jacket, wool base layer top and bottoms, one pair of socks, gloves and goggles, basically the essentials in the event my checked baggage doesnt arrive when I do. I have a cheep High Sierra unpadded boot bag that I use for shoes and my bubble wrapped ski helmet which gets checked along with the ski bag if not packing the helmet in a full size 62 linear inches checked bag.^^^ Ya, my experience was similar, but there seems to be a new crusade to crack down on anything and everything they can disqualify for any reason. Guess the need to make room for more people's pets??
Trend seems to be that only the boots themselves and a few other very small items will fit in a true "carry on size" bag. If you take the boots out they are still your carry on but you'll need a smaller under the seat fitting size back pack or purse/laptop bag for your additional "personal item".