That is very unfortunate and I'm sorry for your loss.
However, the lesson is not necessarily to not ship to China directly, although I would think in most cases it's better, faster and cheaper to ship to ZL's offices in the US (Texas, iirc). The lesson should be, if you are going to ship to China, use a more expensive method then international first class that includes tracking.
It might still be worth contacting ZL and telling them what happened. Perhaps, if you can show proof of purchase, and maybe even some kind of proof of mailing, they might take pity on you and send you a replacement unit anyway.
In the future, if sending a unit direct to China, it also couldn't hurt to take a few digital photos of the light and the package with the label before and after sealing it up for mailing. Might come in handy in situations like this.