Sorry to hear about this. I suggest you write an email asking what's going on and post your problem at He-Man.org on this thread.
I actually received 2 sets since DR doubled the order. The other two sets arrived the following day. Unfortunately all the spares are now taken
I think it's too quick for the delivery bounce back to have reached Matty already. I think that they have ran out of stock and may be refunding you or they have just stuffed it up.
From what can be read at He-Man.org, DR is highly incompetent and often they would randomly cancel orders (or subs) by mistake or if you ask them something simple like a change of address, chances are that they will stuff it up and cancel your order instead.