Have you tried adding FedEx to your contacts list.
Usually when I first reply to a short code message the messages app will ask permission via a pop-up message. After I select always allow it adds the Samsung messages app to the Use Premium Text Message Services list in system settings, apps, special access.
You might try going online and signing in to your FedEx account and check your package tracking notification settings. Check if you can add your email address for notifications.
Galaxy S9 SM-G960U
Security Patch Level
December 1st , 2019