I had a similar issue once. The problem is that someone at FedEx scanned it wrong. I got a notice stating it had been delivered the day after it was shipped, yet the last tracking scan indicated it was still in the city that it was sent from.
Unfortunately, since it had been marked as delivered, there were no further tracking updates. The item arrived safely.
My suggestion is wait a few days and see what happens. Hopefully the item will arrive safely.