Assuming they found them in the mail during transit using xray or some other method since they were in canada, shipping to US goes through customs which has special rules allowing that, then they can look at who is receiving the package and then they get them to squeal on who the dealer was.
Yea it's certainly a complicated situation for both you and the police to figure out. The problem is I don't think I'd trust them to not try to strong arm you into confessing and saying who it was, assuming you did order them even if they couldn't prove it.