You should still be getting it but it may not be until the 3rd!
My order from Macy's originally was said to be delivered Jan 3rd but when I checked status on Saturday, it said that my local post office had received it and I would be receiving it on Dec. 30th (today).
Maybe they didn't update their information properly? It may be in the right city for delivery but they may not have updated the system when it got to the correct location.
They can get in a lot of trouble for not getting the requested items to the customer so I doubt you won't get it! Just keep an eye out today in your mailbox!
keeping my fingers crossed for you!!!
I'll post if my Macy's order came today or not when I get home from work.