well, it does say in the shipping rules/guidelines, that it's on the shipper to insure, or not. after all, they are facing the risk of a deal gone bad (esp in a sale), but even in a trade
EXCEPT (imho), you made SPECIFIC agreement otherwise - when i trade/sell with someone, i make it darn clear as the seller (esp), that insurance is on them, if they want it, they should get it. if they agree to that, they can spend the $5-15... that said (and i've said this before in related threads), i will sometimes/often insure items, because i'm darn well not taking a chance (on money, on rep, whatever, and eat the cost, as my gift). this esp applies to the like 9999 eBay transactions i've had. flawless. MOST people buy insurance... as well, signature confirmation is important.
re: scanning at the depot and then going out for delivery. i had my rural carrier "lose" my package under the seat of his truck, as he put it there for safe keeping as wanted me to sign for it. when he didn't see me, he took it back to the depot. he SHOULD have brought it inside, and checked it in, but forgot. then he went on vacation for a week. i had the depot turn the place upside down, eventually one of them got clever (or called the carrier dude and they turned up my package in the truck. they apologized, made me show ID, and i signed for it. had to drive out of my way 20 miles to get it. geez.
so. monday. call them. either they have it, and you go get it... don't let them resend it

or they don't have it, and you encourage them to look real hard. esp under the seat ;D ;D ;D ;D