It does. The Snowball was designed in a ruggedised fashion. It can take some extremely large shocks while in transit without putting customer data at risk. I forget the precise tests carried out, but I believe they even included "dropped from roof of multi-storey building".

Stuff going missing in shipping is solved by very low powered tracking chips in them. AWS knows where those devices are and could tell shipping firms if needs be.

sure it does. the drives are specifically designed to be rugged enough to handle transportation (and are tamper resistant and tamper evident), and I imagine amazon probably uses their own delivery network to transport it, which means if it is lost in shipping, it is amazon's fault (and presumable can be corrected). It also wouldn't surprise me if at least some of the product contain GPS to make it less likely to get lost.