I guess, the actual sender requested Fedex to cancel the delivery of the package. Fedex said it did, but eventually it ended up in the delivery van.
So when the private investigator asked the delivery guy to not deliver the package, he must have checked with Fedex before not delivering.
However, there was another package to the same address, and the PIs stopped the delivery of that too. So yeah, you might be right on one count atleast :)