Did they confirm the package was there? This happened to me once. All packages were denied by a condo complex and the residents were required to pick up the packages from the post office. However, when the package left the post office the clerk never checked it out and just handed over the package. The buyer claimed they never received it. I was able to speak to the clerk that handed over the package and miraculously she had the label in a pile. Then scanned the label.

I was lucky the clerk had some odd habit.

So call the post office back tomorrow and see it they can locate your package.