It looks like I am out of luck. I'm angry, but I don't think that there is anything I can do about it.
When I contacted Newbury Friday (New Year's Eve), they still had a copy available at the same price $29.99. But today Newbury has none listed, and the cheapest set is going for $60.
I am disgusted with Newbury's responses to my emails. The first did nothing more than provide a copy of the tracking data that I referred to when I first emailed them. It was a non-response.
Their second email cavalierly said that should the package be returned to them, they will reship it. No mention of sending me another copy as I requested. No mention of a refund.
Today was the deadline for the shipping window. So I filled out the Marketplace Vendor rating form that Amazon gives you with each purchase, saying that the package never arrived and that the seller was uncooperative.
I had a long discussion with my mailman about this yesterday, and he didn't think that the package would ever be found.
We'll see tomorrow how Amazon handles it.