I never ship anywhere without tracking because it protects me from claims that things haven't arrived. All labels purchased from Etsy have tracking, even international ones, to Canada and certain other countries, will show that it has arrived. After a customer claimed something didn't arrive and I had to give a refund, I decided that was the only way I was willing to ship.
Once I had a package get stuck in Vancouver for 2 weeks, then suddenly show up and make it the rest of the way to Eastern Canada. It was pretty apparent that it fell off a belt or something. I think you are doing all you can, and hopefully the customer is being understanding that you gave it extra effort and the rest is not in your control. If they aren't making a fuss, try not to let it upset you. I do, however, replace items that never show up. It's better to have happy customers and good reviews, than to be right and stick to the policy.