Sorry to hear of your lost. I have had run ins with Fedex, UPS and USPS. Nobody cares. Nobody wants to do anything and everyone wants to dodge the claims. Stay calm, keep pushing and I am sure you are to going to let this go away. Do keep notes about everyone you talk to and what was said. Not verbatim notes but clear notes of what they said and any dates that they bring forth. It will more likely come down to money being the best motivator for UPS. They will deny your claims at first as a way to delay, then demand more proof that I found reasonable. I was lucky and had clear auction records about what I paid for the gun along with a copy of the sales recorded with shipping and shipping fees, including a declared value that I paid import duties on.

I used a postal inspector to get USPS to find a gun they lost for seven weeks. It was shipped with a signature being required at every step along the way. Crickets for weeks. No tracking could find a trace once it entered the system. It took me weeks to find and get the right person involved. Postal inspector figured out where the trail wnet cold and started an investigation that found the gun in two days. And you are right that ATF could not care about your reporting a gun stolen. I thought that was rich. Could not even be bothered to enter a serial number in a non existent stolen gun registry.