I've had good luck with UPS. For competitions, I wrap each bottle and can in the electronics bubble wrap you find at Home Depot. Each sheet is 12" wide. Then I pack in the box inside a trash bag and pack a ton of bubble wrap or newspaper to make sure nothing moves.
When you sent Fedex, did it go Fedex all the way through? Sometimes Fedex is handed off the the USPS for delivery, depending on what service was selected.