I just thought I'd update that I did finally receive my package last Friday. I am not totally sure what happened. I called my PO and filed a claim and the head of my local PO called and said she would talk to my regular postman and see if he could remember the package or what happened to it.
I guess he just thought he delivered it but didn't or accidentally took it to the wrong house. Either way, I got my package and it was all in one piece, so I am satisfied!
Thanks EF for being so nice and offering to set up a re-shipment for me!