The main problem with how the question is phrased is that the focus is on the state of the package (lost in delivery/customs) and not the quality of communication.
I agree that your title is clear, and it sounds fine if you bother to read the whole way through, but at first glance it seems like you want advice on how to get your stuff -- and, apparently, there are many on this site who skim and downvote, instead of reading carefully (in addition to those who downvote and vote to close because they don't like the question).
I see at the moment you have a decent number of upvotes and an accepted answer, but in the future it might be better to shift the paragraphs around to open with a focus on getting updates from the sender, rather than a background of the problem. All that stuff about customs is incidental -- what you really want is to get the sender to take action, but not to be a jerk about it. Maybe something like
I was supposed to have received a package a few weeks ago, but there was a problem with the delivery and I currently don't know where it is. I've been told it's the sender's responsibility to open an inquiry into what happened, and until then there's nothing I can do.
How do I politely "pester" the sender to follow-up on this, without coming across as a nuisance?
More information: etc...