I've ordered tickets for various cities and all arrived. Some were very fast, some took a little longer - but after about 4 weeks even the tickets I worried about finally arrived.
You should probably(!) not worry
I purchased 2 tickets from etix, March 14 to the gig in Denmark (3. show in Europe) and haven't got them yet...
In the confirmation E-mail from etix they'd included this info (copy/paste)
[i]Your ticket(s) will be shipped 14 days before the performance date.[/i]
So I'm not that nervous yet!!