Sorry, but I can't add much to the title as this box set has never been opened.
MOST FORMS OF SHIPPING -- EXCEPT MEDIA MAIL -- ARE AUTOMATICALLY INSURED UP TO $100. ETSY PURCHASE PROTECTION COVERS ITEMS UP TO $250 IN VALUE.
IF AN ITEM IS MARKED "DELIVERED," AND YOU HAVE NOT ACTUALLY RECEIVED IT, THE FIRST STEP IS FOR YOU TO CONSULT YOUR MAIL CARRIER TO GET THE EXACT COORDINATES OF THE DELIVERY AND ARRANGE FOR YOUR ITEM'S RETRIEVAL.
IF IT APPEARS THE ITEM HAS ACTUALLY BEEN STOLEN, IT IS YOUR LOSS AND YOUR RESPONSIBILITY TO FILE A REPORT WITH THE POSTAL INSPECTOR. ETSY MAY REIMBURSE YOU EVEN IF IT WAS STOLEN, BUT THAT DEPENDS ON THE LUCK OF THE DRAW.