It's almost certain that the package will be in Mount Pleasent sorting centre (London), the bloody place is so large that grown men have been know to have gone missing in there (buts that's another story
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If you contact your local Royal Mail distribution manager (@ your local sorting office) he has the power to track this down quickly, you have to give them some stick though. However, as you have found out the CAA will issue a duplicate same day if you ask them nicely!!!
Good luck.