Thank you for the response.
We posted this thread too quickly. Our tracking updated last night, and will be delivered by 10:30am US time today so hoping for the best.
For people that search for this in the future; I have researched and it takes 1-3 working days for admin/formalities to take place before they send it apparently. It also depends what return label you put in. We used VFS, which is 1 day guaranteed delivery, whereas others have had to wait weeks as they paid for standard shipping.
Thanks.