In my experience, USPS International is good for maybe a 90% success rate. However, this is shipping out of the US into other countries, so I can't speak for the reverse. For package deliveries within the US, they're certainly better than 90%, but definitely not 100%. Many times, a mis-delivered package can be recovered from a neighbor. But there are other times where "delivered" packages are never recovered by the intended receiver.
My suggestion would be always to use a proper courier service for anything of nearly that much value. UPS and FedEx are spendy, but their service has never been anything less than spot on, in my experience.
Regarding your emails from JHA, while it doesn't do anyone much good to try to read too much into it, my first guess would be that your order was being confused with another customer's. Consider her use of the word "this", when your order would have been "these" or "they". Or if she was referring to only one of your two items, it would be a little unusual not to specify which one. It would not be the first time this kind of mix-up has happened in the world of customer support, so don't take it as any form of proof that your order was in fact delivered to them. That said, it would be good form for them to come back and clarify their mistake (why they first gave you that info, then later said it wasn't delivered).
Have you inquired about the requirements to be covered under the insurance? Does USPS absolve themselves once the package is "delivered"?