Persevere it with the label, after all their loss is nowhere near the money you paid, they should replace without question. If not we'll name and shame them. There is always the local trading standards office as another avenue of approach.
I've had very little trouble, a package from Fresh Sounds didn't arrive but they replaced it very quickly. I've had one or two delays, nothing like three months though. Chasing sometimes gets some curt replies in my experience.