Although the package has your neighbour’s address on it, does it have your name? If so, and if your shipping/delivery company has an app with reliable one-hour delivery schedule tracking available on their app, you could perhaps wait near your neighbour’s house and receive it. You would probably need ID, drivers license etc. just a thought.
if your retainer uses discreet plain wrapping (like the company I purchase from here in the UK), I guess there’s no harm in allowing the delivery to go ahead and just collect it from your neighbour. Do you know them?
I’m lucky in that we all know each other really well in my neighbourhood, we’re more like friends and we routinely receive packages for each other with the utmost respect for one another’s privacy.