I have the worst post office ever. Something like what you're describing happens with about 60% of the packages sent to my address, including my most recent one. They always show up, VERY LATE, so I've never had to file a claim. The tracking on one package showed "signed for", then it showed up a week later.
Hopefully yours shows up.
USMC 1997-2002. 6173 CH-53D Sea Stallion Helicopter Crew Chief and Flightline Mechanic. Semper Fi!