It seems pretty simple to me. My impression is that when you spoke to FedEx you thought you may have received the package due to an error on the part of the shipper. In that case FedEx has no reponsibility to straighten out someone else's mess.
Now that you've ruled that out, call FedEx and tell them it's not your engine and they need to come and get it and do their best to get it to the rightful owner. It might irk you that the engine may never get to its proper destination (it would me), but I don't think you have any claim on it. It's not like you found it in the street with no idea of where it's been - it was consigned to FedEx and it's their responsibility.
Ned Simmons