call the warehouse, DHL only states the last warehouse the package went through....it's probably sitting on some guys truck right now.
and yes, i've had this issue before. we order parts where i work that arrive DHL, when this happened to me I was there when he showed up and even asked him if he had anymore packages because i was waiting for something. he claimed no, so i called the DHL warehouse and they contacted the driver. he found it in his truck and dropped it off 1 hour later.