I think UPS lost my package but won't admit it

I've been waiting 2 weeks for a package I paid 2 day shipping for. I've called so many times and every time they say its not considered lost because its still on the way. Every day it says its coming today, and then at 9 pm it changes to the next day. I contacted my local UPS store that I think it would be coming from and I was told they can't look for it. What should I do?