Happened to me last week. After waiting 1 whole day, I got a sticky on my door the following day that my sig was required, and they'll be back between 10-2 the next day. So I stayed home, and it never came. When I looked at the tracker, it said it left the local dispatch (here in Lancaster, PA) and went back out to Columbus OH!
When I called and asked WTF they said it must've been a glitch, and they sent it back to Columbus that day by mistake. I left my house, distraught. and when I came back later that evening there was yet another sticky on my door saying a sig was required. Seems like their tracking was full of sh1t and the delivery truck had it after all.
I got it the next day, 3 days after it was 'dispatched'