I filed a Change of Address request on May 5, 2020, today is June 16, 2020 all the mails were not being forwarded to my new address. My former neighbor called to tell me that I have lots of mail in the mailbox. What is going on with my request?

Definitely contact the post office on both sides at your new and old addresses. Google responders can't do anything about it. Try usps.com for good advice and phone numbers!

Make a visit to the post office immediately. Go to where you originally lived followed by visit to new post office