This post is largely related to the previous post on this blog.
Anyway, DHL Express has a complaints page when you can contact the main customer services manager at DHL online. We did this last night, and she responded very quickly. The next day we had a call from DHL saying that the parcel had been marked as unretrievable and that hopefuly we will be able to get a new one shipped. On top of this, they have offered to refund all of the charges incurred whilst calling them.
Anyway, it's really easy to contact DHL's Customer Service manager. The screenshots below show you where to go.