You shouldn't arrange to have packages delivered when you're temporarily staying at an Airbnb. It would have been better if you'd arranged for it to be delivered at a local pick up point. And the host is correct any communication should be via the Airbnb platform.
Check with the delivery company to see what will happen when they are unable to deliver.
I can understand why the host wouldn't want to accept a delivery for a guest who's no longer at the property @Henry805