If there is a disagreement about the contents of a package, let the dealer know immediately, and renegotiate the price or return the goods promptly. Chances are that you will still be liable for the shipping costs round trip.
The same steps and scrutiny applies when a diamond is returned to you from another dealer. Loupe and weigh it to confirm the matching description on the memorandum you issued to your dealer-client. A switched stone may not imply dishonesty, but may simply be a mix-up in packaging. Of course this can be very serious if overlooked, but if you are careful, there should never be any problem.