This whole thing sucks!
Sorry if someone mentioned this already, but why does the OP even need to lift a finger? He never received it so UPS is still 100% on the hook for it. UPS should be tracking it down to St John's, UPS should be contacting HPD and explaining, UPS should be dealing with the ATF to explain why they gave a firearm to someone other than the manufacturer or owner. OP should really raise hell with UPS for time spent, take what you make at work and apply that to the hours spent doing what they should be doing on your behalf. Then, if HPD doesn't give you back your firearm, you should be compensated for that as well. Don't forget to get back all the shipping costs, gunsmith costs, your time, etc. It looks like UPS is not taking this matter seriously. They violated federal laws and they are just sitting back and letting the OP do all the work. That is just F'd up. Even after all this is settled, UPS should be investigated by the ATF actually.
That is just bad for everyone, because if UPS was properly investigated and punished for this huge mistake, UPS may elect to stop handling firearms then we will all be left with FEDEX (who may just follow suit) and then we will be stuck with FFL transfers through USPS. Why couldn't UPS just do the right thing and read the name and address on the friggin box?