Even if one of their own employees steals the package?
Unfortunately you are never going to be able to prove this.
If the last documentation is that it entered their Memphis hub, and there is absolutely no documentation that it ever left, wouldn't that mean the only 2 things that can be PROVEN by them is that it was either A) stolen or B) that it is still in their Memphis facility, meaning THEIR possession, meaning that their "investigation" cannot end until it is found?
I really don't know how they operate as far as investigations go. But the chances of getting them to admit an employee stole the package is pretty much zero.