Good luck. Receiving is better than shipping because UPS can track it to the store whereas shipping it they have no record until the driver scans it. It could go anywhere in the interim.
Yup, this year I had such an issue with one of those "pack-n-ship" type stores. Dropped off a super-rare antique speaker to be shipped to East Coast for refurb, and the darn thing never showed up on FedEx tracking! I got super worried, went back to the store the next day. They said there was a mistake and it would go out later that day. I was like "nope, give it back to me" and I drove it directly to FedEx myself.
I also sent back something to Amazon using their new Kohl's partnership, where you can take Amazon items back to Kohl's for return. Kohl's gave me a confirmation receipt, which satisfied Amazon, BUT out of curiosity I followed it online and it took like 2 weeks for it to be picked up from Kohl's. Fortunately that didn't matter as I received my credit right away, but it would still give me pause.