I've had very good experiences with the HK postal service going above and beyond to help us get packages and what not. Go and talk with the post office you sent it from (it would be stamped from there). See what they can tell you about if it would be returned to the branch or not, and if not who else you can contact (usually they will ring up whatever related department for you and give you further instructions if they can). I can't quite remember our experience, but we also lacked proof of address or something, but they took it in good faith (using common sense!) that we were indeed the ones our package belonged to!
But like another poster said, try also to see if it was a problem from the government's side or be patient.
For all the terrible levels of customer service HK has, their post office gets it all right!