Accessory Bargains Have not received order since placing it 12/11/14 and Threatening to black list me Brooklyn Internet, NY

I placed an order for make-up on Dec. 11th. Received an email on 12/14 that my order was shipped. When checking the status, it said that a label was generated and nothing else. When I emailed them asking about the status, they said it would change when it's closer to the delivery date. I emailed the Post Office to see if they could help me locate the delivery and they said that it hasn't been picked up yet; just a label was created. They said that when the mail person picks up the package, they scan it so they know where it is. When I emailed them after Christmas, (this was supposed to be a Christmas present), they said that since I had it sent "standard shipping", it will take longer, especially since the Post Office is backed up. I only live a little over an hour from the address they have, so there is no way it will take longer than 5 days max. I told them that I am informing my credit card company to  dispute the charge.  They informed me that since I signed their terms, they will charge my card back and add an additional $150 to start arbitration proceedings. They also said that I'm not allowed to make any complaints about them. I told them that I will talk to a lawyer and fight them on this, since they were ripping me off.  I received an email from them today, 12/30 saying that they will black list me and I won't be able to use my credit cards anywhere for the rest of my life. That they are a member of the American Arbitration Association and JAMS.  I looked on the Arbitration website because they supposedly registered their rules and regulations with them.  They apparently are lying because the company is not listed or they are under a different name.  It's not over.  I will continue to fight until I am done.  If any changes happen, I will let you know.