Apologises for a quick reply but I'm up to my butt in stuff right now.
If I read this correctly, OP, your rights are dead simple. The DSR replacement, Consumer Contracts (ICAC) (SI 3134 2013) applies, section 30 (4). Your right to cancel, where multiple goods are delivered on different days, ends 14 after the LAST goods are delivered to you or someone named by you. As they haven't been delivered, it seems pretty clear cut. Cancel and quote reg 30(4).