I believe the first step is always to reach out to the shop owner and explain the challenge. I think that Etsy will request this information when evaluating the claim should you get to that stage of filing a claim, so you may want to keep that in mind when crafting your letter to the shop owner.
I would also encourage you to read the shop's policies before reaching out. So often the shop is able and willing to work with customers, yet people leave nasty reviews and slander the shop without even reading that they are entitled to a refund or exchange.
If you can't leave a review until February, then it sounds like the shop was able to get your order processed and delivered well ahead of schedule, at least 3 weeks ahead based on that timing alone.
Etsy has pretty straightforward rules and requirements for filing a claim. Here is the link for the Buyer Policy from Etsy which should have more answers:
https://www.etsy.com/legal/buyers/?ref=list
