I'm sorry to tell you this, but I think your screwed. I'm not even sure they'll cover the $400, because it was a taxidermy piece. I believe their is some clause in small print that leviates UPS from liability. I hope for your sake I'm wrong.
What probably really happened, is it was conficated and being investigated by the Feds. They have a real problem with exotics, and are probably deciding wether or not you have an illegal animal. I've heard a ton of horror stories about UPS, but I have yet to have a problem with them.
One other idea is there might be some sort of limit to the weight that a driver will carry, and it may be held up for that. I'm pretty sure where I work, they'll only take a package if it is less than 100 lbs. Most UPS trucks have a lift gate, and maybe a driver along the way decided he wasn't going to heft this 115 lb. package into his truck? Is there a freight division of UPS? I don't know that answer.
best of luck,