I have just had a similar experience but with hatching eggs. They were 4 days in coming. The post office didn't call me and leave a message the day they came in. Instead they put them on the delivery truck and rode around with them all day, since I was not home, I was at work.
I had a shipment of live chicks and keets come from mid west, then to New Hampshire, then back to Vermont. Overshot Vermont by mistake.
The postal service is not what it used to be.
Featherland, did you have a tracking number so that you could get online and watch the progress of the shipment? If not, ask for it next time.