I have a difficult lost package scenario I need advice on.

[Justin35]

I had our warehouse send out two packages to the customer, I paid extra for a signature release. The customer opted-out of the third-party shipping insurance at checkout. (Its auto opt-in)

During transit, the customer rerouted the package to one of FedEx OnSite hold locations as they weren't going to be there to receive. That's all fine. OnSite locations are contracted by FedEx, in this case it was Dollar General. When FedEx hands over package to them at the customers request that is when FedEx is no longer responsible and out of their purview. 

The customer claims they went several times to pick up the packages and they were not their. However, the tracking says the packages were released to the OnSite location.  It took the customer two weeks to make me aware of this. They claimed to have a claim going on with FedEx which then said they couldn't proceed on because I wasn't the shipper. I started a claim as well and got an answer in a few days. FedEx denied the claim because the recipient had it rerouted to a third party (the OnSite store,) and FedEx has proof they received it. 

This is a difficult situation to handle. Am I obligated ethically and legally to reimburse the customer? I request a signature because of the high value of the goods but customer had technically hired a third party to accept and sign for her packages in her behalf. I'm working the lady to try to resolve this but she has made threats she has a report with the BBB and reviews (yet to see anything.)  

Am I in the wrong to be extra cautious in this sort of situation? I have been very helpful and spent hours dealing with this. I had an itch it seemed like a fraud attempt from the start, however, treated her like I would with any customer. Typically I would just issue a refund or resend the item but this situation is different. 

There is more to it but that is a basic summary. I can add details in the comments if asked. 

Any advice would be helpful.