I should have clarified more, sorry. I would let PayPal or your CC company know what's going on. Ask them to extend the window because you haven't received your items yet. What I meant by "start the dispute" was to inform your credit card company that you haven't received anything and it's close to the end of the charge back / refund window. You are "disputing" The fact that they haven't been received yet, which should open the window further for refunds at a later date.I'm not sure if that's just how it works.... With Paypal at least (and I assume CC companies have a set of protocols as well) you normally make a purchase protection case for one of two reasons:
-The items purchased were never delivered ("Did not receive" or DNR)
-The items were damaged or not what you ordered ("not as described")
When you try to make a dispute for having not received the item, the seller providing tracking/proof that the items are currently on the way will definitely cause paypal to close the dispute in the sellers favor. I don't know if it would do anyone any good to begin a DNR claim for items that are currently en route to them. I could be wrong here, I've only had to deal with this a dozen or so times over the years.
'Not as described' claims are a bit more complicated as they want you to show the damage and then I think they want to try to establish whether UPS/Fedex is responsible or if the problem was with the seller/supplier.
Like you said, they'll show proof of shipping and you won't win the dispute at that time, but if something happens when you receive them, the company has been made aware of what's going on, and won't be like "your six month window is been closed for 4 months, why didn't you bring this to our attention earlier?".