You might have a chance if you file a claim against them and argue the driver was negligent where he left the package, exposing it to theft.
It was at a public show, not a business or a residence. You need to say there was a specific shipping/receiving area that never received it. Then the driver will have to explain himself. They will look into it.
The driver must use discretion where he leaves a package, and not do so if there is not a safe location.
I used to work at FedEx, and I know they suck now.