I had the same thing happen with an airbrush.
It was a special item, so the manufacturer shipped it with an adult signature required.
About a week later, the tracking number showed "delivered".
I had been home all day, and was a bit confused. I looked all around the apartment building I was living in at the time, including the locked entryway and controlled-access hallways (New York). There was no sign of the package.
Calls to the manufacturer and the shipping company (I think it was FedEx, but may have been UPS) got me nowhere. Finally, customer service at the shipping company said there was a new note added to the shipment, that said "left on back porch". So, AFTER the driver was called on the radio to answer questions about the shipment, he adds a note to it.
Yea... this was a 3-story apartment building, nearly 400 feet long, with only one rear entry/exit. The (union) delivery driver would have had to walk all the way around the building, in 18 inches of snow, without leaving footprints, to intentionally leave an "adult signature required" package on a small step, under pouring melt water that was draining from the roof, for that note to be true. I guess they use hovercraft in NY...
In the end, I got screwed by everyone from the manufacturer, to the shipper, to the local police, because the driver swore the package had been "delivered". As far as they were all concerned, the package was signed for with a squiggly line, the driver was instructed by ME
to leave it out back, and then it was stolen from the mythical "back porch".
But, where your shipment was a firearm, it should be much easier to light a fire under the back sides of some of the parties involved.
I need a new signature. This one sucks.