I have had a problem with miles posting from Sears as well. I've already waited the 45 days, sent in an inquiry in, waited the additional 30 days per the 1st response, sent another inquiry in for the 1st one and now am awaiting resolution.
I had one that came back earlier in the year and the retailer told SkyMiles Shopping that I called in and placed the order over the phone. I did not! But that made me start printing the order confirmations and any other communication.
C'mon, this can't really be that hard, can it?