I guess they don't realize their gun most likely isn't the only thing coming in and there's actual work you have to do prior to them being notified to come to do paperwork. Tracking should only be used to know that the gun has arrived and isn't stuck in shipping limbo somewhere.
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I happened to be an an IP when they received an order. After the second pallet was unwrapped, I helped them carry in the rifles. Oh and then UPS showed up with about 30 more boxes.
Give them time....