Are you SURE this pkg. delivery was attempted by the mail service? If so, CONTACT (call) your local postmaster & explain this problem to them- it's for them to solve.
IF the notice was from another carrier (UPS? or FEDEX?) you'll probably have trouble contacting them, so contact the company that you ordered from, as they'll need to trace the pkg. & replace the item if it cannot be found.
I don't really follow what you're saying about your mailman disappearing to a big city (much less how you came by this information?), but again, if this was a postal service delivery, CALL your P.O. as soon as possible about this. And put in a claim for replacement from the source of your item(s) if needed. The sooner you take care of this, the better. That's what I'd do. When a pkg. is sent but NOT received for some delivery issue, you're still owed the item by the sender, & they should help to figure out what went wrong.