Recently I mailed a package with 4 books to a requestor.  On Friday morning (2 days ago), I got e-mails that 3 of the books were received.  I thought ti was strange since the 4 books were in the same package.  I decided to give it a couple hours - waiting for the 4th book received e-mail to show up.  Or maybe a PM telling me what was up with the 4th book.  Nothing.  Some time Friday afternoon, I sent the recipient a PM asking if there was a problem with the 4th book.  I've had no response.

Any thoughts on what I should do?

I'd wait a little longer.  Some people only use the internet at work so the other member may not have seen your PM.  And with 4 books to mark received maybe she just forgot one.

I agree, give it a few days. It can be easy to miss marking a book and they might be away from a computer for the weekend.