[zorrophreak]

At this point, you need to find a TRUSTWORTHY friend, and hide it at their house soon. Then when the UPS investigator comes, you don't have the product and you can stand strong on that you never got it. More than likely, regardless of their warnings, they will find nothing and either drop the case and you don't get your new product, or they will process your request.

I would not sign paperwork as that is confirmation. Read through it if you must sign it and ensure that there is nothing that remove your right to make claim you never received the package.

Might I ask though, did you have to sign for the initial package and did the UPS Delivery person give it to you, or just place it on your porch. If it was never signed, and not given directly to anyone, than your case is stronger as you can say you never received it. (Unless you said it just wasn't in the box, then you better hope your delivery man isn't a good friend. Because you either get to be destroyed, or you can throw him under the bus.)

Well when UPS Called me they said they needed my signature to prove that i did not receive the package. If i back out of the SE now it will seem very fishy. But they are coming by today at 3 PM with papers for me to sign saying i didnt get the package etc.

Well then continue you didn't receive the package. If you signed for it, then DO NOT use the same signature on this paperwork which would allow them to validate that you signed for it.