Heritage Mishandled Box/Coa, Still Has Coin. What Should I Do Next?

I won a China panda in a Heritage auction that closed on April 7, paid on April 8. The lot description says "Accompanied by original case of issue and PCS grading COA." I don't have a case/COA for any other pandas in my collection and was after only the coin -- the case/COA would have been a bonus. I still don't have either.

The live auction was at their Hong Kong office and Heritage sometimes takes more than a week to ship anyway, so I waited a while before checking back. Over the last weekend in April, I saw an "Action Required" note on my order, to "Contact Client Services to initiate shipment/pickup". I called them on April 29; the representative told me (my recollection) that the case/COA was still at the Hong Kong office, and I should expect shipment when they received it at their US office. They'd check again and follow up by email.

April 30, Heritage updates me that they "inadvertently sent your items to another customer" and "have sent a prepaid postage to the client, and he is in the process of returning the items". They asked if I "would like the coin shipped alone or wait for the box and COA to be received". I decided to wait for the box and COA to simplify shipping.

May 14, I sent a follow-up. "My main interest is the coin and I may have to accept that the box/COA are lost if they haven't arrived by now. If that is the case, I feel we should go ahead and ship the coin." Their response: "The box and COA are not lost. ... The client was out of town, and we were waiting for his return. We are now waiting for the items to deliver to our warehouse." I have not replied to this and have not heard further.

It's now been another two weeks since my last check-in, and a full month since my initial inquiry. They knew about the issue for some time before that, since there was a note on my account when I went to look for this order.

I feel it's time to check in again, but am not sure what to do here. Should I insist they send the coin, since that's the main thing I wanted anyway? Should I just accept the box/COA are lost, and should I ask for some kind of make-good? Or should I ask for another update and wait it out another two weeks before doing either of the above? Heritage has done pretty well for me in the past, but I'm losing faith with this one.