Did you at any point perhaps mention to iND that you would appreciate their help in the reduction of your taxes once it had crossed the border? I can see this as being a reason why there was no value to the package. I'd say some FedEx kid saw a crazy nice exhaust, saw it had $0 value and just took it for himself. Also, just cos an item has $0 value that doesn't mean it isn't insured for what it's worth, that's something you should check with iND and FedEx before you put them on blast.
*Wrong section.