Unfortunately I wasn’t around to sign for a package and UPS made 3 attempts. I called at 8 PM tonight after the third attempt and they said that was too late: I needed to call before 7 
Anyway, they say that the package is being returned to the sender. How does that work? Are the shipping charges just spent and that is that? I.E. will I have to pay double-shipping to finally get my hands on this order? Shipping cost was not trivial as it was ammo
Ugh…
The shipper will have to pay to re ship.
Call the seller/shipper immediately and tell them what happened. Have them call UPS and ask for an intercept and redirect. Or you do it if they won’t/ Just be forceful but friendly and don’t take no for an answer. Every time it passes through a hub they scan it and they can flag it to be intercepted. Don’t let them tell you they can’t.
I cannot promise this will work but it is worth the effort. I have had similar things as a shipped and if you persist enough, miraculously they can intercept it after telling you they cannot. Speak to a supervisor if necessary.
eguns is right. Just be polite and insist. They have decent customer service, and will respond well if you follow egun’s suggestions.