I would immediately cancel any charge on my credit card (or dispute it through them, whatever). A month is a long time for no communication and no package. If you have the charge cancelled, you're dealing more from a position of strength, rather than running from pillar to post trying to get other people to take care of it. (Of course, you have to be willing to never hear from the seller, or your purchase, again.)

FWIW, I always insist on sellers sending merchandise insured. Most times you can add $1.65 to the transaction, even if it says "not available" when seller is using USPS. And in the few cases that it's truly been unavailable, I've simply notified seller with my PayPal payment that if the item is not insured, and they don't offer me the opportunity to pay for insurance, the risk is entirely theirs: if I don't receive the item in good condition, I expect a full refund of auction price, and shipping cost. I state this gently but firmly; so far nobody has reacted negatively, and some sellers have even been prompted to email me back "sure thing."

BTW, I've never had any problems with the Sultan, and I've bought a few things from him.