Last I heard they were working on getting stuff shipped out still for the Kickstarter backers. I'm expecting my addons (not expansions) in the next week or two (in Canada) so I imagine the wait won't be much longer for you guys.
If it makes you feel any better I'm waiting for the weekend so that I can buy superglue so I can assemble my models. I have my game and I still can't play yet.
Play anyway, you don't need the models .