Can I file a police report on a mis-delivery package in Houston?

Hi everyone, USPS delivered my package in my mailbox at 6:34pm but when I go out and check at 7:00pm I did not see anything. My mailbox need a key to open so I don’t think it was a theft. I filed a report online but they denied it, my package worth around $400 can I file a police report on this? It’s a gift from my grandparents which is very important to me, I tried to talk to my neighbors but none of them received anything.