OK, so my situation is getting weird:
I'm still waiting on the vehicle to show up at the dealership we're trading with. Called Ford, they said the vehicle was supposed to be delivered by 5/23, and that the last update they have for it is 5/24, when it was on a train in California (despite being shipped from Michigan with a final destination of North Carolina).
It seems like something strange is going on here. The dealership won't give any more specifics other than, "yeah it should have been here by now, no idea what's going on". Could something have happened in shipment? The people in Customer Relations agreed this is pretty unusual.