Nick,
Not trying to fuel the fire here but, the shaft for that gear is pressed in. I do not recall if it is tapered or just a press fit. If the side truck was damaged in shipping and the gear was loose, there is a possibility that it might come out. I find it hard to believe that an MTH tech would send something out like that. As others have suggested, I would be looking at the shipper.
Sorry to hear about your issues............
Dave