Reply from Steam support... Larger fuckup of GLS, not just my package affected. I should not have to worry about any fees and they also offered me a game to say sorry (asked for Subnautica 2 🤞).
I suggested to offer an additional premium delivery option in the future using DHL or UPS. Don't think they'll go with it, but hey, I tried.
Anyhow, my current guess is that the controller won't arrive before I have to leave for PyCon Italia, but maybe I'm lucky and it still arrives before June 4th 😬