Thanks to the few that have replied so far. It was via USPS and it says it was left in my mailbox. A key is needed to get inside and I have the only one. It wasn't in there and like I said, wasn't outside of the house either. Maybe it was a case like you said where they marked it delivered ahead of schedule. I've never had that happen before with USPS but maybe that is the case. I'll keep an eye out!
I have this happen all the time. In a worst case, Amazon will reship whatever was lost, so long as they have stock.
My postman's scanner, can often run low on batteries, so he sometimes scans early, before it dies, and then I'll get packages later in the day when he finally makes it to my area. I've also had an item sent to the wrong route, and instead of the post person scanning it and saying it was on the wrong route, they may can it as delivered, and it will show up the next day.
Then of course, when my regular postman is out, I just get others delivering stuff to the wrong homes. Sometimes a neighbor will bring it to me, and sometimes not. Amazon will normally wait 1-2 days, but they have replaced every one of my lost orders except where the item was no longer available, which sucks, but it happens.