The reps you talked to were just going by the info they could see. I know perfectly well that different reps can see different things. When I worked at
amazon the regular reps would tell our customers ALLLLL sorts of nonsensical things. The ONLY right answer was "call amazon so they can help you" but so few reps there would actually say that. They so often told them to run a trace (which we absolutely did NOT do). The amazon reps had a special phone number at UPS to call, where we got to talk to "our" reps who were specialists in amazon shipments.
I have no doubt that you are correct that different customer service levels might have different information (a need to know basis kinda thing

) and that the entry level reps would just make up fanciful things to tell people on the phone. But I did want to say that while embellishing the facts probably, they no doubt were correct about having a "special" phone number and "reps" to talk to.
Companies that do significant business with UPS are called Preferred Shippers. They have a "special" preferred shipper telephone number to call to try to expedite any questions or problems they have. They also do have local "reps" who (depending on how good the rep) are at least somewhat knowledgeable about their accounts, will come to vist them, make sure things are running smoothly, etc, and build their shipping business up.
My company ships and receives packages from UPS (as well as other carriers) daily. I have no doubt that while all three of these incidents (a possible delivery theft, damaged and returned to sender, and package lost) happening to the same OP is really bad luck, that it probably did in fact happen like that and it is just business as usual at UPS. They ship thousands of packages a day, stuff happens. Try throwing red label international shipping into the mix (even just across the border to Canada) and see all the crazy stuff that occurs!

(Not a joke, we have had an item delivered to a bush before! You know when you track a package and it says "delivered to front office" or "delivered to front door" when they leave a package [it is the driver's descretion btw if it isn't a signature req package] and no one is there to sign. Well they delivered to an empty lot and left a package behind a bush! ALWAYS pay for the insurance! You never know what can happen.)
As others have already suggested, find the address of your local UPS HUB and start to have your packages "Held at the Hub" for you to pick up yourself. Also, regarding the "lost" item. Technically the shipper (
Walmart did you say?) of the game is responsible for dealing with UPS regarding the lost shipment. In this case I would bypass UPS altogether and just contact Walmart. They are the ones responsible for getting you your merchandise. Same goes for your clothing shipment. Don't try contacting UPS. You were not the shipper, they are not interested in talking to you. Contact the clothing store and tell them that your items didn't arrive and they need to reship them.