[mothered]

UPS sent an email asking if I checked with neighbors, around house etc, replacement order tracking
then another saying they would search for the package

They're obviously aware that It's been dispatched with tracking, so they're doing an external Investigation.

"Searching for the package", Involves both cross-checking the carrier's records and asking you to check your surroundings - neighbors, your house etc. It's part of protocol, hence there's no cause for concern.