Hi DR.
You should really edit your post to hide the shipment ID number otherwise everyone can see your address.
I reported the website so hopefully it will be shut down.I know this is no help to you but it might save someone else from being scammed by the site.
If you have paid by western union in the past 24 hours,then it is worth seeing if it has been picked up.You can do this by tracking at westernunions website.

These scammers are cowards.They hide behind the internet to steal.There is no possibility that they will call to your house when they can just try the same scam on someone else.
If you have not given them any ID or bank information then I would say that you are pretty safe.There is not a lot someone can do with a name address and email address.Most of that information is publicly available