Well, not to take sides with SLR because they did ship you bad headers, but...
...your first mistake here was to ship anything USPS. I absolutely will not ship anything USPS unless someone makes me and I strongly discourage it. Way too many problems with them with things not delivered, things delivered three months after shipping, etc! So here's my guess about what has happened. USPS tried to deliver the headers to SLR but nobody was there so they took them back to the Post Office. Because they are the USPS, they did not leave a notice telling SLR that they have a package sitting down at the Post Office so SLR assumes they aren't there. After sometime sitting there the Post Office will eventually ship the headers back to you...how nice! :rolleyes: Or, they got shipped to China and are on their way back so SLR will get them next month.
I'm sorry, this really does suck and I hope it works out. I really do feel, however, that your last round of trouble is more likely the USPS and not SLR. Keep us posted!