I would advise go back to Royal Mail and get them to check there wasn't a second (and a third) parcel wating for you to collect.
It is a HUGE problem for RM that so many bulky goods come by post to home addresses where people are frequently out - and all the easy to deliver profitable business post is creamed off by other delivery companies. They won't admit it, but I am convinced they often fill the 'sorry you were out' cards in the depot before they set off, and leave bulky or heavy parcels behind.
Naturally nappies and nappy liners fall into that category. Of course you and I know we are sitting waiting for our goodies because we are expecting them, but Mr overladen postie isn't to know that, it's just another bulky package to carry about for 3-4 hours on his round which he could do without, hence he aims to give you a card instead. He isn't supposed to do this but I am convinced it happens (so does Daily Telegraph). Problem is those cards are smaller than a lot of the rest of your mail - the bank statemnets and bills are all A5 size, and under that red elastic band they curl up, and the card for your nappy parcel drops out of the elastic band, so you don't even know it should have come that day (when you were in).
A fair number of parcels are returned to us marked 'not called for' when our customer has been in all morning every morning when the postie comes, but they've never received a card. We know this because we get a regular stream of complaints about our poor service and then either another complaint 'why have we sent 2?' when they collect both at the sorting office (yet have never received a card for either), or we get one back very dusty labelled 'not called for'
Sadly there's not much alternative as you lot want free postage not to pay £6 or so in courier charges for one nappy - and the low margin on nappies means free courier delivery on small items isn't really a viable proposition either!
The only other way around it is to shop locally - we try to deliver most things local to us ourselves - our record speedy delivery was item ordered at 15.05 delivered at 15.14 - happened the lady lived right by the school run school, and ordered just as we were leaving!
I would definitely re-visit your sorting office in this instance! Am sure it's not a C&C problem.