Something similar happened when I went to pick up my first snake back in July. Shipped on Thursday, sent to local hub for pickup. I showed up on Friday morning, and found out that the plane my snake was on had some problems in Memphis and never got off the ground. I immediately contacted the breeder, and they managed to get ahold of Ship Your Reptiles and get things moving again. My snake arrived at the hub on Saturday alive and well.
All I can suggest is staying in close contact with the breeder, and prepare for the worst while hoping for the best. brc's reccomendation is the best for protecting yourself if the worst becomes reality. In my case, I opened the box in front of the Fedex guy and immediately took pictures, which turned out to be all I needed. I would go the video route in this instance, since it's been so long. I hope your little guy is alright!