If you CAN cancel payment that means they have not accepted payment yet. If that's true, I think I *would* cancel. I find it hard to believe your package is on its way if they haven't even claimed payment yet. I would send a polite email stating same and why. If and when you hear from them, payment can easily be made again.
If they were being dishonest, payment would have been accepted and withdrawn, so I too would hold off on any feedback for now. You may find there has been some sort of family emergency or accident.
p.s. You have the worst luck... Where do you find these auctions?
