Or how about calling her to say...
"Hey there friend, I thought you would want to know my package hasn't arrived yet from our gift exchange, and I assumed you would want to check with whatever shipping company you used to see if it was lost. I checked with everyone else in the group, and they all have already received their gift. I'd hate for you to spend all that money on a nice gift just to have it lost in the mail."
She'd get the picture, I would imagine.
Or you could just direct her to sowal.com for some reason or another, and eventually she would find your post!