Can you think back and remember what you were doing when the parcel arrived? You say it is still in the delivery envelope, so I assume it came by post or UPS.
Visualise yourself standing at the door, signing for the parcel, or taking in the post (whichever applies here). THEN what did you do?
I find this procedure helpful (sometimes) when I misplace something.
You're right, there is no point searching places you have already looked, unless you skimped one or two saying to yourself, that I can't have put it there! That is where I found a fairly large amount of money, I had put away for save keeping and which I actually found in the first place a thief would have looked: my desk drawer. Don't ask me how I could have been so stupid, as to put it there, for I just do not know!
Go round the house looking all the places you know you could not have put it in, or even better, start looking for something else - that works for me! Let us know if or rather when you find it! We are all agog, at least I am.