FedEx lost package in the warehouse.

On August 18th I've purchased Samsung s6 plus with 2 other items, and chose to port one of my family members to my Family plan. My order supposed to arrive between August 21 and 25th, per tracking number my order is located in FedEx's warehouse about 350 miles away. When I contacted FedEx they told me "shipping label probably came off the box" and they have no idea where it is. After contacting AT&T through "Online Chat" and "Costumer Service" at 800-331-0500, I was given circle in proving logic, how it is not AT&T's problem and I need to contact FedEx. Now I want to cancel this order, have my money returned, and I have no desire to port new number to my family plan because I've spend in excess of 6 hours dealing with this issue.
How do I cancel this order, get my money back, and cancel new 2 year contract at&t?