UPS claims to have delivered the package, you claim to have not received it.
You have done the right thing by initiating a claim with UPS, and you need to press the issue with them, NewEgg can be your strong partner in this, not your enemy.
1) Where and when, exactly was the packaged delivered? Ask UPS politely for that information, telling them that it would help the investigation if you can tell them if the item was at least delivered to the right building.
2) Who signed for it? Were there any info-notices stuck to your door? Was it the first attempt at delivery?
3) Lastly explain your situation to NewEgg, and ask them for suggestions..you can not expect them to ship out a 2nd card just on your say so, tell them the steps you have taken and where the investigation currently stands.
NewEgg has always treated me with respect, nearly 8 years of business with them and every issue always professionally resolved. I understand none of this is your fault and it sucks, but only you can move the machinery and only with the right oil.
I once had a high value, very big and heavy item delayed, then seemingly delivered to my front door, I talked at length to the man in charge of missing shipping goods and he told me...you would be surprised what goes missing then shows up, no matter what tracking numbers say. As long as the boxes are labeled correctly.
Sure enough, a day later my item arrived all by itself on a single truck, it was marked as delivered....to this guy, who wasn't feeling well enough to carry the thing that day so he waited! All's well that ends well.