[mothered]

I lied that "I said I contacted the carrier this morning and they called me back in the afternoon telling me they still had the package". How bad is this?

All the more reason not to change your story.

When SEing, always prepare to backup your claim. Never perform what I label as "blind social engineering" whereby (as In your case here), you SE without prior research, knowledge, preparation, formulation and execution. As mentioned, wait until the 3 days have elapsed and take the next step based on their reply.