Most of the auctions I have been to or did phone bids state that ownership is transfered when the hammer falls which could make your fight be with FedEx.Having said that the first place I would go to is the auction house and see what they will give you.If that fails then go to FedEx.I think FedEx has a better history of paying then UPS at least they flat out refuse to pay.
Bad news either way,any time I have a gun in "shipping roulette" I hold my breath and hope it makes it.
Keep us posted RMC and hope it works out