Im really sorry about this mess.
I have had a personal experience of this and i know how it feels...but i eventually got my docs back. Since you applied out of country the reply will have been sent via ordinary airmail so i'm afraid no tracking number.
I think you should first confirm if it was mailed from HO and to what address..you can get this by calling them and sending an email asking these questions...keep asking till you get a compassionate HO worker that will tell you what you want to know.
If it has been sent to UAE, i do not think your case will be like web hunter that it will be returned to HO.... rather it may be somewhere in your country's mailing system.
This is the time to find out how your mailing system works in your country and start tracing the parcel. The documents are normally sent in a padded parcel...not too easily mutilated unless its done intentionally.
Mine was sitting pretty in one forgotten box at the post office for 3.5 months but I got it out just after 1 week of frantic searching with all things intact.
All the best