Now I've got a bill from FEDEX for duty taxes on a knife I haven't received yet.
Don't know how it works in the US and about your particular subject but generally here is how it works:
Fedex won't deliver the knife unless you pay them first and if you fail to pay in some time (generally two weeks), they'll send it back to sender. And it's likely Lionsteel doesn't bear any responsibility in this.
Don't mean to justify it, or it's fair or anything but it is how it works.
By the way, when it comes to international shipping special transporters like UPS/FEDEX and al are generally a PIA: you'll get almost always additional taxes to pay, to which they'll add their own (undeserved) cut plus various expanses. To be honest I think you're much better with regular postal service (although they are slower in theory and you don't get fancy tracking systems, they generally end being a lot less annoyance and I've never had any problem with them)
And about delay, yes it comes late so it is wrong. Arguably there's a difference between buying an already produced knife from shelves and investing in a knife that doesn't exist yet. That's why you got a discount. Personnally I've had knives that came
years behind schedule so I could live with a few weeks or even months late. Again not saying it makes it right but when you often buy custom/semi-custom knives, at some point you get used to it.