I may be jumping the gun here... I hope so...
I called USPS customer service, waited on hold for 51 minutes, and spoke with an agent.
She said the package arrived at the Greensboro Regional Center on Monday and it has not been scanned again since. It has apparently disappeared.
She opened an investigation, and said they'd start looking for it.
Hopefully the box didn't say "GUNZONEDEALS.COM" all over it... Haha.
She asked me to verify the name of the shipping company and the name of the store where it was being delivered. I did. Then she said, "Is this a gun?".
Hopefully they find it...