How long after purchase should I initiate the refund process if package is lost?

As it stands, I am roughly 10 days removed from ordering a mouse off the website here. Currently, I am led to a FedEx tracking link that gives me the status of the package. FedEx is claiming that the package has not moved in quite some time and I fear the package itself may be lost. How long after the initial purchase should I begin to start the refund process. I am provide purchase information to the appropriate party should anything useful come of this post. With that said, I am pretty appalled with how difficult the “support” process is as a whole.