MyPlay Direct Placed an order for a vinyl record which never arrived, over a month, still no resolution or refund. Internet

I ordered a vinyl record off of a bands website directly, thinking this would benefit the artist more. 

The company handling the order was Myplay Direct, an online music store. The order never arrived after a month, when it was said to be in stock and ships within 2-3 days. No contact was made by customer service or any automated message telling me about it being out of stock. 

After multiple emails to the only contact address for Myplay I was finally asked if I wanted to cancel my order for a refund as they have no idea when my product would be available and when I would get it. The customer service provided no explanation for what or why I could not receive the record. If it is out of stock or out of print, I would accept that answer, but they never said so. You think they would be able to find out since they distribute the music. 

As of now i was told I would receive a refund which I have not. The confirmation email was simply a resent link to my original purchase order. I will file a complaint with the BBB and notify my bank shortly. It was only a $20, but it is the principle of the matter. No wonder the music industry is dead.