It might jut be really late, esp if its not express I almost had this same problem. I bought something on eBay end of September. Shipped Oct 3rd. Estimated delivery Oct 17, which is already a long time. I received it on Oct 26. My mistake was it was no insurance. I wouldn't have been able to claim it through my credit card because it was through PayPal. It wasn't the sellers fault. many sellers are being smart by purchasing delivery confirmation or return receipt to prevent fraud of non-received claims.
It wouldn't hurt to ask for a refund and it would be in courtesy for the seller to refund you the whole amount or partial.
Don't leave bad feedback yet. Ask the seller first for a refund or a resolution. If they become difficult, file a claim through Paypal/eBay. I think its 45 days so be sure to check up on that. They will try to help resolve the situation. But if it turns out not in your favor you might not get a refund. If it does you will get a refund as long as the seller has the money in their account.
Did the seller give you shipping options like tracking , express, etc. If they did and you chose otherwise like myself, you might be out of luck.