They have operated a long time. Not a scam.
I'm not defending any potential retaliaation, but if you pestered them and acted like an ass, that can have an effect on the customer service you receive. remain polite throughout thehe process even if it was their incompetence that caused it. Relax, unless customs nabbed it, i'm sure they'll correct any issue they have control over.
In the USA there's an account the USPS offers called "Informed Delivery" .. you can see packages heading to your home address. it may not show up until it passes customs of originating country. Even if they shipped it without 'tracking', all first class mail in US gets tracking for free through USPS.
If not in usa, maybe there is a similar program from your postal service? worth a look.