It is highly unusual for a package to show as delivered without that actually being the case. When this occurs, the set has almost always been left with a neighbor, roommate, or building manager. Have you checked if that is the case here?
We have had quite a few reports of USPS reporting delivery on the tracking number a few hours before the delivery was actually made, so it's still possible the package will show up by the end of the day. If it still has not shown up by the end of the day, e-mail us at firstname.lastname@example.org.