Im not really sure what to do regarding 
compensation (the only packages that have been 
lost for me are ones i could easily replace)... 
However, I once sent a friend in the UK a 
package, paid $15 for airmail, and it didn't 
arrive for about 6 weeks.  Its possible it could 
accidently travel by sea, it couldve been 
misplaced and found a couple weeks later, it 
could be held up in customs, etc... if anything, 
I would wait a couple more weeks before making a 
decision on what to do.

Good luck!