Definitely follow up on the police report thing. I believe theft of anything over $500 is FELONY THEFT. If she is claiming that it was stolen you must file a police report. Obviously she is lying but then she will get in SERIOUS trouble with the police. She claims the fed-ex guy stole it so get them involved too. She'll get caught in her web of lies and will be arrested for fraud, because what she's doing is ILLEGAL! Once you shoe the police or prosecutor her signature etc. the case will be closed. I HATE people who try to scam like this. The best way to deal with them is to get the police involved. She'll be terrified and hopefully never try to screw over anyone else again!
Good luck, she sounds like a psycho!