From my experience, the status "delivered" while the parcel never showed up at your door step, usually could mean for example that it was delivered to a neighbor or to customs for further inspection and it doesn't differentiate between your and their address.
But that does NOT necessarily mean that it was confiscated or anything like that. The last time I had this, I got also confused about the "delivered" status. With a few days delay, the package eventually arrived, out-processed from customs in this case and probably opened (although I'm not sure about that) and I had to pay a small amount of import taxes because they eventually accepted the undervalued package (declared as watch parts for repair).
This wasn't a TD, but an M2M shipment. But a parcel can often magically turn up in either instance. Patience is an absolute requirement in this hobby....