As has been summised by others in this tale of woe, 'Held by Customs' is a lot of horseshit as UPS act as the Customs agents, they are the ones holding it! It should read 'Not got round to calculating how much we are going to charge you yet'. Similarly, 'In Transit' means 'Been bouncing around our warehouses waiting to be scanned yet again'.
Oh and I have it on good authority that UPS have zero access to the UKARA database, so it renders their Firearms Declaration form even more useless.
For those who have the 'Waiting for docs' crap, I would suggest proactively emailing their Firearms form to their clearance department and including the Tracking Number. Can't hurt at this stage.