It always has to go through customs when entering the country. If its over (I think) £100, and it gets pulled up you have to pay customs on the item. My bag was £1,000 and had to pay £239 customs duty on it.
What you need is a tracking number from the person you bought the item from, you can then track it, if it had insurance it should have a tracking number. You can enter the number on both websites I gave you, on the usps you can follow it untill it leaves the USA then go to parcelforce.
With so many parcels coming in this time of year, things do get delayed in customs also lost. I had a antique box coming in one year this time I finally managed to find it in customs 3 months later. It was push to the back and no one had got around to it - its a right pain.