Okay, the tracking says delivered, yet no package. I'm sure it didn't get stolen. Vendor said that it would be there until Monday because he shipped Friday. Is t possible it got scanned early and they just didn't get around to it. This was also supposed to be delivered early on Saturday.
Unless you got overnight shipping I dont see how you couldve gotten it on early morning saturday. Also packages arent shipping this monday since its a federal holiday. The most likely answer to your problem is as you said they didnt get around to it yet and it will most likely be in your hands on tuesday, if not then your might have a problem. Wait till tuesday to start bugging out.