I've had problems with Yodel getting them to pick up returns too (in this case Amazon). After 2 occasions of them not turning up with my disabled girlfriend waiting in for them Amazon eventually re-arranged with City-Link who arrived well within the allotted window.
Reminds me of when Securicor were used, I had a card left to say my phone was at the depot but when I went to collect it it had disappeared.
BB Z10 + Playbook, NoteII, iPhone 4S, HTC HD2 dual boot.