When my chicks were on their way, the post office actually called me to tell me that my chicks were at the sort facility which was about 30 minutes away from me. They told me it was too late for them to make it out on the truck to our local post office, so I could either come get them myself or they'd have to sit overnight. I was very thankful they took the time to give me that option rather than just letting them sit another night.
Another time, I had an express chick delivery that got stranded somewhere, but I was never able to track down anyone that could/would help me find them. Ended up taking several days to get them. Thankfully, we only lost a couple.
It's definitely worth making some phone calls if you are concerned about it.