[mothered]

I've placed an order with H&M and I set the address to my next door neighbors, I was planning on picking up the package before they would

If I may ask, why did you opt for the package to be delivered to an "occupied address", namely your neighbors?  Unless you plan to keep a constant surveillance, the probability of Intercepting It at the exact point of delivery, Is not likely. Moreover, the rapport with your neighbors will be ruined If they had knowledge of your Intention.

I was wondering if H&M opened an investigation with UPS and the neighbors say I picked up the package, wouldn't this raise any suspicions?

Of course It will. It'll conclude that the package was In fact delivered and received.

The reason I sent it to my neighbors was that there were many investigations filed to my address and I thought it would raise suspicion if I kept it going.

I understand about not using your very own address but my point Is, your neighbor Is known to you and vice versa hence any Issues that may arise (as you've just experienced), will be problematic.

You're better off using a drop address.