I have purchased items in Australia, sent via DHL, retained at customs, I asked DHL for status since shipment was received but not delivered, they asked me to fill a firm, opened a case, after 7 days called them and they said customs were about to send the item back to Australia, escalated the case and finally got the item delivered along with a 220 fee from customs for holding the equipment.
With UPS, items from Japan, retained at customs and got another bill from them
I suspect it is not DHL or UPS or FedEx but customs of your specific area