As a former UPS Christmas-season driver helper (delivering packages) and later on, a full time Fedex Home Delivery driver, I can tell you for sure that a strong likelihood exists that some unscrouplous person saw the 'door tag' UPS left for you indicating where the box was hidden and took the box. Perhaps the box was 'obvious' and they someone took it.
As a delivery driver, our instructions when leaving a package at a house with nobody home are (in my case, were) to 1) hide the package from easy view from the street 2) protect it from the weather (rain, snow, etc), and 3) leave a door tag the resident will likely see directing them to where the package was placed. In some cases, if it 'looked valuable', we'd leave it at a neighbor and the door tag would indicate where it was.
Having an enclosed porch is ideal. If the package is small enough, between the screen door and front/side door works well, too. After that, it's 'get creative' time. I've put packages behind shrubs, behind the garage, in a covered wood bin, whatever works. In my time delivering packages, I only had 3 packages reported for 'non delivery' and I still clearly remember I delivered the packages to the correct house. I even described the packages accurately to the customer when I returned to 'double check' if they had received them. 2 were on a covered porch and one was at the front door at the end of a 1/3 mile long driveway!
Unfortunately, the likelihood the package being stolen exists. It may have simple been delivered to the wrong house. That's easy to do in rural areas where the house number may be obscured or difficult to read from the street.
What works for me these days is I simply have the packages delivered to my workplace. If I'm not there, someone IS and they have to sign for it. When you place the online order, simply indicate the different delivery address. "After the fact", you can always go online and change the delivery address before it is 'out for delivery' (not later than 8pm the night before, just to be safe). Unfortunately, changing the delivery address is an extra cost that will go to your credit card.
