Thanks. Should I be proactive in contacting ebay or let it play out?
Your choice. I usually send a message something like this:
Hi, thank you for contacting me. I am very sorry that you did not receive your package. The current information from the USPS shows that the package was delivered on xxx , at xxxpm. Please check with a neighbor or perhaps with a family member if they got the package. I also suggest asking your postal worker about the package or please contact your local post office.
Btw, did you purchase the label on ebay?