Do not give up. I am familiar with UPS and its inner workings. Make sure all documentation is in hand. Theft of course is not out of the question and they take a very dim view of theft. I work in physical security and have seen my share of the behavior. (I would use certain wording, but the forum would catch fire and explode.)
Send information to the following email: email@example.com.
Date it was shipped, where it was when it was “lost” and where the package is reported to be in the tracking app. If in Europe, I would frankly wring the neck of the security manager and sack them for incompetence, if it was stolen.
Address of Europe UPS is:
Avenue Ariane 5
1200 Brussels, Belgium Europe
(Oh look right in your backyard).
US Address of UPS HQ in Atlanta. Oh, look, in my backyard too.
UPS World Headquarters
55 Glenlake Parkway NE
Atlanta, GA 30328
CEO of UPS is Carol Tomé
So give it another shot, and if you like send a PM with UPS Tracking Number and I will reach out to my security contacts at UPS to see if they can do some investigations on the shipment.