I regularly get this. My stuff comes into East Midlands and then up to Edinburgh. If a parcel arrives into East Midlands after the plane had already left up to Edinburgh (usually around 5am) then this message is displayed.
Courier services pre-clear packages thru customs electronically. So when the package actually hits customs all the paperwork is already done and fees paid. Basically they use their own brokers so parcels fly thru customs. But that's why you pay a premium for ups, FedEx, Dhl, etc.
Yes, this happened to me a few months back. Got worried and rang DHL they said it should update soon and sure enough it updated about 12 hours later.
How did things go ?