The saga continues. UPS has now confirmed to me that the tickets were improperly addressed by Expedia and the Nuneaton address is their misrouted package facility in the UK. They require Expedia to contact them with the correct address before they can deliver.
Expedia continues to insist via email that the package has been delivered and will not pursue the issue with UPS. They have not responded to any new emails from me for the last 2 weeks despite multiple attempts to pursue further.
In the meanwhile the travel date has passed and I now require a refund. The tickets are fully unrestricted so that should not be a problem in theory. However, it is virtually impossible to get in touch with a human at Expedia. My patience tends to wear thin after 30+ mins of waiting on hold, especially since I am calling from sub-Saharan Africa. And even when I do reach a human, they tend to parrot the "our sytem says the tickets have been already delivered" line.
Any more ideas or magic spells I can use, short of contesting this with my VISA card issuer?