I highly recommend always packing a change of clothes in your carry on. This isn't related to DME. It is just a precaution in case your luggage is lost during the flight. I don't fly much, but I have lost my luggage twice and it was much easier to handle when I had everything I needed for an extra day.
-Don
If you want your luggage late at night, they will deliver it for you. Just let them know when you check in. Out of courtesy, they will not unless you ask because it will be late. We arrived late in August and packed our carry-on with PJs, some meds needed, toothbrushes/paste and a few little necesseities to go to sleep with. Then in the am when we woke up, we asked for our luggage. It worked out perfectly!!
You've asked this same question on at least 2 other boards, and have received the same answer each time. DME takes guests to all Disney owned-and-operated resorts, and AKL is a DIsney owned-and-operated resort.