Has this ever happened to you?

We ordered tickets, that were going to be shipped to us VIA fedex. First off the tickets were nearly $300 for 2! and We had went to the park with our child and weren't even gone two hours came back and it said the package had been delivered, it was no where in sight! There was a thunderstorm that day and high winds (We have a porch with a roof), we also have a dog that loves to chew everything. It says our package was left at our doorstep. We looked around and if the dog had chewed it there would have been pieces everywhere, so i'm sure that didn't happen. Our house would be very easy to get it mixed up with another house because we live in the middle of nowhere, with other houses that are hard to find behind trees and a creek. Well I called fedex and left a claim and they said they are investigating it, but idk what is going to happen. What can I do, is there any way I can make fedex give me a refund as they were responsible for just leaving the package out OR delivering it to the wrong house. Why could they not put it in the mail box? This has me very upset. What can I do about this?