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Hey Darien, just a heads up, the community where you posted this question is a place to ask general questions about firearms, and those questions are answered by other buds customers like myself. Buds employees are not likely to see you inquiry here. Call buds during buissnes hours at 859-368-0371, 9am-9pm eastern Mon-Fri use the Blue Chat now button at the bottom right corner 9am to 9pm Mon - Sat and 9am to 7pm Sunday. But I can say that the ammo and the key are items that can ship directly to your home, where all firearms have to ship to a licensed gun dealer (FFL) the check out process would have had you choose an ffl before you paid for your order, so the handgun should have shipped to your preferred gun dealer, you should definitely contact buds customer service here in a bit when they open and they can help you sort it all out.
Darien, the handgun would ship separately from the other accessories and ammunition you mentioned and would go to whichever FFL Dealer you selected. Items can also ship at vastly different times depending where they are sourced/coming from. I would contact Buds Customer Service directly for a status/refund at 859-368-0371, 9am-9pm eastern Mon-Fri use the Blue Chat now button at the bottom right corner 9am to 9pm Mon - Sat and 9am to 7pm Sunday.
I am going to guess that you have a language barrier. Firearms will NOT ship to your home. They MUST be transferred via an FFL holder. You MUST fill out a 4473.