I've had tracking not update for a week at a time. USPS can be unreliable with their scans. Logistics are funny, too. Sometimes the way they operate seems counter intuitive, but they do whatever is necessary to save money. It can sometimes be cheaper to send a package across the country than it can be to send it across town. Because of this, that delivery date means very little. It depends on the volume of packages they're receiving. A package can sometimes sit for days while they wait until they hit the optimal volume of packages going to the same places.
A few times, I didn't see any updates for days at a time and then had scans for all of those days pop up at once, usually when the package was at the major hub closest to me. This tends to happen when my packages have to go out of the way first... ...I've had some packages go across the country twice before I got an update.
If you think that they've lost your package, get in touch with them and see what info you can get. If they really can't track it down and it's insured, then I believe the money for the shipping plus what's in the box can be returned to the sender. If your vendor is really nice, they might re-ship before they collect the money.
I would give it a week at the least and two at the most before doing anything. I'd probably see if my vendor can help me first. They'll be more helpful than USPS, 100% of the time.