Always pay with credit card, and always keep your receipt.

I've had duty free not show up before. Apparently, I had purchased from the location (DF1) not nearest to my gate. So that location would send their items to the shop (DF2) nearest to each gate, then DF2 was supposed to deliver to the gates closes to it. Since DF1 competes with DF2, sometimes purchases may have been "forgotten" to be delivered. At the end of the day, the store manager needs to close up the register, and since the purchase wasn't delivered/picked up, the store automatically processes a refund and put the total back to the credit card.

I got all this info because I was doing back to back MRs and went back to the same store the next day to find out what had happened. DF1 showed me that DF2 had noted "not picked up." I told him that the pilot, 2 FAs, and I were waiting until the door had closed and no one showed up, so it was in actuality "not delivered." The stores can always blame the international traveling customer since few would be able to go back to the same store the next day to contest it!