Assuming that Fanatics used a private insurance carrier(as FedEX will not insure collectibles), Fanatics would not have declared a value, just chose a delivery method which was signature required, could have been ground or air, next day, etc. depending on the policy stipulations Thus there would have been no value assigned to the package for the driver to have any idea what it might contain.
There are two likely scenarios to the loss here, either the driver swiped the package(unlikely) or the driver signed for it and left it lay somewhere in the building it was addressed to(more likely) and someone else picked it up and walked off with it.
One has to believe that Fed/Ex knows who the driver was, what time he "delivered" the package, and possibly even an exact location due to real-time tracking of the driver.
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