James, you're in good hands ordering from Red Lancer. I've ordered from there many times and Chuck has always been very helpful in resolving any issues I might have. I should add those issues have been a result of the figure company (ie miscasts, missing pieces, etc) not issues with Red Lancer.
From what I recall, there is no confirmation email when the figures are shipped. When there is a major show I would expect a few days delay in the shipping and a delay in responding to email. If you still haven't heard anything in a few days, I'd send another email. But definitely don't worry.