You can call FedEx and they can hold it at the facility for you to pick it up. They do it at my terminal often.
It's probably too late now unless you can find out the physical location of that facility.
Not a chance - they wouldn't do anything. They don't let you pick things up until they have tried to deliver - because before that it isn't individually tagged and they couldn't locate it. You should have ordered express delivery.
You can pick it up from the facility.