Maybe things have changed, but I was under the impression that UPS was responsible if they do a drop and don't get a signature. It is cheaper to pay for a lost items then it is to wait for a person each time to deliver. I've dealt with fedex and dhl on screwed up international shipments and am amazed at how annoying they can be. When you call a call center its never the same one, any ongoing problems should be handle by the same person, but instead you spend 30 minutes sorting things out to try to get an update. Obviously this is more involved than getting a package from a supp retailer, but its the same people that answer the phones.
I don't know how you handled the calls, but if you are insulting over the phone you'll make it hard for yourself. Even if you are ticked off beyond belief, if you are polite on the phone/email, you'll get a lot more accomplished. If it wasn't the retailers fault, don't get mad with them or blame them.. if you handle it right, most will resend at their own cost to keep a customer happy. However if you piss them off, your business probably isn't worth it to them at that point.
Between my Dhl and fedex disasters, it took me close to 100 calls to get things fixed. 41 days for DHL, and 17 days for FedEx... aggravating beyond belief. My best advice for problems (if they are carrier related) is to get a name and direct phone number for a customer service rep that is at least one or two levels above the standard phone operators. You might not be able to with a small order like this, but dealing with international/customs issues it was a must.. and still took forever.
TSC
