Amazon will take back anything listed on they're site
I have used they're return system before here is how
Go to your account->order history and click on the item(eg your phantom) and click return
In the box it gives and option list pick defective and say it went out of control and crashed
Where it has refund or replacement chose replacement
They will email you a shipping label for the old unit you then pack it up and send it back
Within a week(or less) you would have a new replacement
Amazon will take it back and it's hassle free
I personally haven't dealt with dji's customer service(contacted via email once for a fc40 phantom and when they said 2-3 week turnaround I just flew my bird as it was and I think it had a cracked gps antenna as it took a lot longer then it should have to find a signal)
Have the shipping company stop shipment on it asap(goto there site or call them) tell them you want the package returned to you and they will stop it where it's at and send it back to you
I hope you the best and I hate to hear your phantom did what it did
Here is sites for the both ups and FedEx
http://www.ups.com
http://www.fedex.com
Go to the contact page of the shipping carrier they used to pick up your phantom and tell them
You want it returned to you (it doesn't matter if it got there or not)