Going to disagree here, as long as you use the USPS REGISTERED MAIL there's no safer way to ship as it must be signed for every step of the way and if it goes missing they know exactly on whose watch it went missing. Sounds like perhaps you didn't send it REGISTERED MAIL though if all they can tell you is they accepted it.
Sure, UPS and Fedex are better if you get your jollies from watching reports online about where your gun is, but try to get paid when it goes missing. The USPS will honor your claim. I had UPS break the stock on a $100 air rifle. It took about a dozen phone calls to the CEO's office and I had to threaten them with small claims court before they paid up. They figured it was cheaper to pay than send a lawyer.
I suppose you can report it to BATF but if it wasn't registered they might only be able to tell you what you already know.
