I am going to try to keep this short but informative. Sometimes the mail carriers scan a package as delivered before they actually deliver it. This is usually done with time sensitive packages if the carrier is running late. I worked for the post office for several years, this is what they do. That still does not address where the package is, but it lets you know that a package can show as delivered but not be delivered.
If your package had insurance through the post office it would not have helped in this situation. The package was scanned as delivered. Post Office only pays out if the package is lost. As far as they as they are concerned, this package was delivered.
Here are some options to help prevent packages from disappearing. First, pay for signature confirmation. The customer must sign for the package. No chance of a neighbor walking off with it or the post office claiming it was delivered. Next, get insurance. Expensive but if the post office loses the package, you get compensation.
For expensive items, you may want to look into UPS or FedEx. They have signature requirements too and most of the packages include insurance up to a certain amount.
For precious gemstones, high end jewelry, and other expensive or rare items, you may want to consider registered mail. Items are insured and the carrier must hand the package to you. If the package does not arrive and a claim is paid out, the Post Office holds the carrier responsible for the claim amount.
Hope this helps to give you some insight.