I would call them now. Something like "Good morning, we are going out of town and I just wanted to make sure I don't miss the package since I figured it would arrive in the next day or two, can you tell me when it was shipped?" If it hasn't, just say this was the most important gift for my dd so I'd like a refund so I can purchase something else locally. Did they have some kind of "you can get it by xmas" thing? That is close to a month ago. Start nice and then decide what to do based on their response and return policy.