The forum FAQ contains explanations for most of your complaints.
https://saberforgeforum.com/forum/welcome/1305-comprehensive-faq-and-more-please-read-first
Q - What is the leadtime for my Saber?
A - -- IMPORTANT PRE-NOTE-- It is very, VERY important to note the "estimated" time frame for ALL sabers. When situations and circumstances increase beyond the control and expectation of SF, they must make adjustments, and this can result in higher than expected wait times in some situations. ALWAYS REMEMBER: The wait time quoted to you is an estimate, NOT a guarantee. The current leadtime can be found here on the main site. This leadtime is generally accurate, and updated when it increases or decreases, so make sure you check it a couple of times throughout your wait time, to see if there have been any increases or drops in the wait time. For Etsy, their wait time is listed at:
Ready to ship in 3-4 weeks.
For saber hilts, and
Ready to ship in 1-2 weeks.
For parts, such as LEDs and extensions. These are also accurate, and will update periodically as well, so again make sure you check. For Etsy, the wait times are listed on the item description under the "Shipping & Policies" Tab.
Note: The Etsy store is a little backed up currently, and their ETAs have changed from the standard to a higher 6-9 weeks estimated wait time. SF is working as hard as they can to bring this back down into their standard 3-4 wait period.
Q - What is the shipping process?
A - As many notice, their first saber order can be a little confusing when it comes to shipping. To be clear and as simple as possible, I will break this answer into two segments.
(1) Ordering from the Website, saberforge.com. When you order from the website, you will get a confirmation email, then nothing else until the saber goes to the build que. When its time has come, you will receive a shipping notice, and be provided the tracking number. However--this does not mean your saber has actually SHIPPED. It has just been added to the build que. It will take approx. 5 - 10 Business Days (Monday - Thursday, SF techs work 4/10s, rather than 5/8s.) for the saber to be completed. Once the batch has been built, they will ship out. This can happen any day of the week, but tends to commonly be towards the end of the week, on Wed. or Thurs.
(2) Ordering from Etsy. When you order off of Etsy, your order will state confirmed up until it ships. When it goes to Shipped Status on the Etsy order status screen, the same as what would have happened had you ordered from the site direct happens; you will get the shipped notification, and be provided the tracking number, however, the saber has not physically shipped. On Etsy, it is easier to keep track of the order from this point out. Once the order physically leaves the building and USPS begins to update the tracking information, the status will change from "Shipped" to "In Transit." Then, once it reaches you, naturally it changes to "Delivered."
I agree with you and Zeddicus about the confusion with the shipping times and confirmation email. It would be nice if there was more detailed tracking process for the sabers, kind of like the Dominoes pizza tracker (Your saber is waiting!>Your saber is queued!>Your Saber is being constructed!>Your saber is being shipped!). You just have to keep in mind the SF is a small company, and while they've made many improvements in the past few years they're still developing the business.
Just remain calm and your saber will arrive before you know it!
Edit: I just spent a while wording my post correctly and Knytiri beats me to the punch by one minute.