you have not received a shipping notification yet.

Since that is what the asked us to do in PROJECT update #28. And I quote.

UPDATE: Knowing that this weekend is a Holiday in the U.S., we contacted our shipping services partner (DHL Global) to get clarity on if/how this would impact our shipping process -- they’ve told us that, in fact, scanning all shipments (which trigger the confirmation emails) may be delayed until next Wednesday (5/29) at the latest. If for whatever reason you haven’t received a notification by then, please hit us up at support@ouya.tv or @OUYASupport and we can do our best to help track it down for you
I just did and got a support ticket.