[Fagottino89]

You can DNA one package, both of them not being delivered is very unlikely.
Are the more expensive items maybe in one package ?

My order was split into two equally priced parcels 

You can try to DNA one and legit return the other if you don't want to pay; still better than nothing. But it is unlikely that they will accept a DNA for both parcels. Moreover did you have previous regular order on the account? Any previous SE?