It is up to you to decide whether you BELIEVE them and pursue FedEx, or, to pursue the sender. Frankly, this whole situation sounds iffy and likely, they are the ones responsible.
To sue in a state court, one needs to have a "cause of action." There are numerous causes of action, such as "breach of contract," "negligence," "fraud," "unjust enrichment," etc., as well as causes of action rooted in statutory law. Every state has their own although they are very similar to each other in every state because they all stem from the same common law. A pleading in Court needs at least one cause of action, although it is not unusual to have more than one.
Herein, this can be a case for breach of contract, conversion, and interference with chattel.
Breach of contract is self explanatory.
Conversion is civil theft.
Interference with chattel is interference with proper ownership of an item.
Likely, FedEx would disavow any wrongdoing, and the Court is likely to believe FedEx over them, if FedEx is subpoenaed to reply.
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