Ordinarily I'd say no, but in this case you did get a nice note from her, so it gives you some breathing space. I'd still be super tactful about it, though. Referencing her sweet note for the other gift is a good idea, I agree. Maybe something like, "Let me know when the personalized gredunza arrives -- I hope you like it" or something like that. You'll find some way of making sure that it's clear you aren't chastising them for not writing sooner. It really hasn't been THAT long, anyway. Maybe, "By the way, I got a notice that the personalized gredunza was delivered, so if it wasn't, please let me know so I can follow up." Not mentioning WHEN you had been told it was delivered might help a bit. And for sure I would include this as an oh-by-the-way in a longer message, not a message only about the gift.
As others have noted, sometimes there is no enclosure saying who a gift is from. My daughter lives overseas and just set up a registry; she is having her baby gifts sent to our home in the US for us to bring when we come. I was surprised that two of the four packages that have come so far had no enclosure saying who sent it. She is able to find out from her registry. In both cases, they were separately shipped parts of orders; the other parts had come with an enclosure. One time one shipment was from an independent retailer, the other time both were from Amazon. So it does seem that it is becoming more common for mistakes to happen with enclosures and delivery addresses, perhaps because the merchants are getting overwhelmed right now when everyone is ordering instead of shopping.