--- I've had the same problem in reverse, in that we were the wrong shop that UPS delivered to.
A call to UPS cleared up the problem in that they came and picked up the package and - ostensibly - delivered it to the correct recipients.
Since UPS is - I think - contractually bound to deliver packages to the addresses specified by the senders, UPS is responsible for delivery errors and, since they know where the package is and where it should be, the onus is on them to retrieve it and get it to you.
In the short term, if you need the parts quickly, bite the bullet and schlep your photo ID down to the shop where your parts are, then follow up with a nice letter to DigiKey outlining your problems with UPS.
John Fields