Shadowfax — Item picked up by an agent but sms came that it has been cancelled

This issue has been going on for a while. Your courier agency sends me sms saying it has arranged for a pick up but no one shows up or no one calls. Finally a courier agent calls today, comes to pick up the order. But in the evening i get an sms saying that the item pickup has been cancelled. Is this a scam? Can you look into it before i involve the police and file a complaint with them