You need to contact the agent, bank, office that lost the check and get someone there to poke into this for you. You can also call the Executive Response team at the bank that issued the check - they have required response times and it will be easy to see that you didn't receive the check. It will be fixed if you work on it.
I feel for you. But it is uncommon for the agent not to receive the CFK check in advance of the exchange. The reason it is handled this way is that you literally receive your funds when you surrender possession. At this point you may have no options available to you in regards to the funds other than to contact the lender explain your situation. Your strength is in the fact that you performed in accordance to a written agreement and they have not. Whether the fault of the agent or the bank, the bank is ultimately responsible to the terms of the contract. In fact suing the lender and the agent in small claims may be your best option if the lender will not reissue a replacement check.