Patience young grasshopper. Around two weeks after the shipping deadline (not the day they marked it shipped, but the shipping deadline for the exchange) for domestic and around twenty days for international, you'll be able to click on the "Report No Gift" button on the exchange status page. If it's been less than that, please be patient. You will receive a final notice email when you can mark the gift not received.
When confirming not received, please be sure to check the bottom box if you would like to be entered into the pool of potential rematch recipients.
If your Santa failed to mark a gift shipped, you will also need to report no gift at the same intervals as above.