Package Marked As Delivered But I Never Received It

As the title says. My order was split into two packaged. One of them was delivered earlier today at 12:17PM. And another later on in the day. The 12:17 one never showed up. It says that it was delivered in my mailbox but my mail box isn't even big enough to fit the item. I tried calling Jomashop and they said that they would need to follow up with USPS to conduct an investigation. USPS said to give them up to 24 hours to deliver the item, after that I would need to submit a missing mail request.

I am essentially supposed to bear the cost of my lost package. It doesn't look like I'm going to receive any help from either organization. If i charge back i believe i am at risk of getting banned from PayPal as i need to discuss with them before going through my bank.