When you called Fed Ex did you get the name of the person you spoke with? If you didn't, I'd suggest calling them again (even though it seems redundant) & get all the pertinent information-name, rank, serial number.

Tell them the situation & find out if there's a particular phone number that Petco can call to verify this information with Fed Ex. Then, armed with this information, call Petco back. If you have a name of a Fed Ex person, a phone number, etc. I bet the Petco Customer Service person will take you seriously. If not, ask to speak to a supervisor. That usually does the trick! Don't be shy...you are asking for what you have ordered & paid for. And the customer is always right!
I just realized I posted mostly the same things as Jeanie! Oops...at least we're on the same track!
CJ