Lost/Damaged I take it I should just bite the bullet..

It's time to start putting on the pressure. You can't play nice forever and that is far too long to hold on to someone's possessions. Are you sure she actually has them? I would ask her to ship what she does have, unfinished or finished.

 

Have you asked her how long she think it will take before she is ready to ship?
If so, how does that compare to what you originally agreed to when money changed hands?
Is she still comunicatiing with you, or has she gone silent?
Did you have any kind of deadline agreed on?

Based on what you wrote alone, without having any idea of what else have been said, i don't see anything that confirms that she knows you are expecting things to be finished by now, only dates for when they were being worked on (not sure what you mean, here, is she making the dolls or is she working on mods or face ups or what?). There could be a misscomunication and she is waiting to send you the things she has finished until everyhting is done to save on shipping costs. She may not have a clue that there is a problem.
If so, simply asking her to send whatever is finished may solve that part of the problem, at least.

In any case, if you havent already, a bit of polite asking and if that doesn't help, firmer tone, is proabably the next steps. And if it still doesn't work, ask for a refund and give her a chance before involve the bank.

 

@AidenEsparza In that case, I'd ask for a refund. I don't think I would trust an artist who miscalculated their time estimates that bad to do a good job. Best case scenario, it's a naive sculptor who underestimated how much work it is to make a doll (all beginners do this, but if she is established she should know better) and no malice intended, but she is still responsible for her lack of progress.
But paying up front for something made to order is often not covered by refund laws, so depending on where you and she lives you may have to rely on her good will to make it right, unfortunately.
I wish you luck in finding a good solution.

 

First step should be talking to her. If she still talks with you if you initiate it, that's good. Follow the advise @Lillith gave you: Go from "soft pressure" to "hard pressure". First things like talking friendly. Maybe she didn't mean it like that and it just didn't go as planned, but no harm meant. if it doesn't help, become less friendly. Don't say that you understand the situation anymore and that you need either the ordered doll or the refund. After that comes saying that you will take measure, e.g. asking PayPal (even if it's a lie) or, if needed, even through law. Most "normal" people get cold feet at that point. In case it still doesn't help, there should be ways based on law, like going to the police and reporting her for fraud.