Did you send it parcel post or priority? I sent one from MT to TN in December to a friend who was retiring I thought it was lost...5 1/2 weeks later it arrived...don't give up hope it still may show up. Next time I will send priority w/tracking.
FYI, as for insurance if you have to make a claim you have to have receipts showing the cost. So you'd have to have receipts for the fabric, batting etc. but you don't get anything for the time you spent making the quilt.
Keep us posted.