I was in a situation like that once. The package contained a handgun...the shipping company(DHL. Now merged with some other company) said it was delivered, the online tracking said it was delivered, but it wasn't. The seller called their office to yell at them and threatened to call the police. Guess what, half an hour later, the shipping company said they "found" the package.
Man, if I were in your situation, I'd lie about having a handgun in the package and threaten to get the police involved or else they won't move their lazy asses.