Something like this happened to my mom but it wasn't from gucci...
my mom ordered a ring online and when she saw the package outside on the door step she was all excited but when she opened it, there was NO RING! She was examining the packaging and she realized that someone had actually opened the package, took the ring, re-sealed it, and left it on our door step. My mom called UPS (i think? or it could have been fed-ex) and they said that the package was signed for. We were thinking that either they lied about it being signed for and just left it on our door step OR that someone must have been near our house and the dilvery person thought they lived here so they let them sign for it.
Maybe this could have happened to your friend. Unless, gucci just messed up.
your ring didnt happen to be from macys did it? same thing happened to me with a ring that I ordered from macy*s. my dad accepted the package and when I came home, I noticed the package was all beat up so I opened it to find an empty ring box!!!!!!
anyways, to the OP, I wouldnt even bother filing a claim with FedEx, I believe that would be Gucci's job anyways. Go straight to your credit card company and have them deal with it.