As I see it, myheritageDNA have a responsibility to send you x number of DNA kits, as you have paid for them. It is up to myheritageDNA to investigate where they have gone to, and if necessary, deliver fresh ones. You have a contract with myheritageDNA and not with DHL.
Persist in your inquiries with myheritageDNA.
My ancestryDNA kit was delivered whilst we were away on holiday, when I got back the following week it wasn't there, or left with anyone, no card through the letterbox.
I did eventually receive it, it was delivered to the wrong address, but after initial queries to the carrier, my next phone call was going to be to Ancestry.
Margaret