I suppose it’s possible that the label was created but it hasn’t actually shipped yet. I’ve had that happen to me many times elsewhere and it was confusing. Then once it actually shipped, it all updated and made sense.
I know this doesn’t help you but just throwing out that possibility.
That is my hope. My concern is that the email from Glowforge when it first said it shipped was very clear that it was now in the hands of the UPS.
But I’m still hoping!
Just for everyone who has been giving me positive thoughts and ideas, I wanted to give you an update on where things are at. I was finally able to get through to customer support on the phone later last night. This was my 21st attempt. But I was able to talk to a great representative who was very polite and responsive. Unfortunately, he was not able to provide any answers. From his end, the order appears to be complete.
He put in another ticket. His best guess is that either UPS has it and has never scanned it for some reason or that it is sitting on a loading dock somewhere and was never picked up. Regardless, there is still no answer as to where it is actually located and when it may be shipped to me. I was told they are hoping to hear back from the “logistics” department sometime in 24hours with an update of where it might be. I’m not holding my breath since it was supposed to be 24 hours to reply to my first email sent on the 17th. But I’m keeping my fingers crossed just in case.
Darn- UPS showed up while I was typing and I thought maybe- just maybe! But nope. Darn.
Just an update. 
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I’m so sorry you’ve had this experience! Hoping and praying the Glowforge magically shows up soon, and if not—we got you covered.
Thank you to everyone who weighed in with hopeful (and interesting!) stories.