You can go online and change it to hold at location and pick it up at the station as soon as it arrives there. You may get it a bit sooner that way but as Cowboy stated, you can't change the 'shipping class' after the package has left the point of origin. If it hasn't left the point of origin yet, contact the shipper and have them change it.
No you would have to obtain package and pay for new shipping at a FedEx location.
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