City link have a pretty bad reputation but they are cheap hence why a lot of companies (not us) use them, unfortunately as with all couriers unless you pay extra for insurance you are only covered for a set weight per kilo which in the case of your exhaust system won't be anything near the value.
I hope you get somewhere with them, December has to be the worst month for things like this to happen, they have to take on a huge amount of extra staff and sadly items seem to go missing.