How to Contact Consulate? Lost Passport

Monday morning I received an email saying my spouse visa had been issued! Yay!

Unfortunately, when the British Consulate in New York sent my passport via UPS, UPS lost it. Better yet, they admit that they had it, that they can't find it, but say that it's not officially lost until the sender (the New York consulate) puts a trace on it.

So, any thoughts on how I can get in contact with the consulate?

Thanks!

PS: Has this happened to anyone else? I'm freaking out more than a little.

**Edited for a bit of clarity

Which consulate and why do you need to contact them?

Sorry, such obvious information to leave out...

The British consulate in New York. Because the consulate sent my passport to me via UPS, UPS insists that the consulate has to trace the package in order for them to find it. They don't care about the receiver, only the sender.

Seems daft to me, they admit they had it, so not sure why it matters who sent it.