Were this me, I can tell you what I'd do.
First, try JL again, and ask them what they want you to do with
their property. And put a time limit on it. If they collect, in a way convenient to you, fine. If they tell you to forget it,
get it in writing, at least, by email.
If you get nowhere, write to their customer relations people at head office, and explain that you don't want to be hassled over this, so either they collect in a convenient way (it being their mistake, not yours) or you'll dispose of the goods. Again, specify a time limit.
If you still get no joy, take the box the your local police station, explain it was delivered in error and that JL seem unconcerned (produce copy of unanswered letter) and leave the good with them as, effectively, "lost". If the police won't take them, note the date, time and the name and number of the officer that declined to accept them.
If a suitable period goes past (3 months,
IIRC) and the legit owner has not collected them, they will be returned to you, effectively free and clear. You then cannot be accused of theft, because that requires an element of dishonesty, and you sure can't be accused of that if, first, you notified JL of their mistake, not once but several times, and second, handed the goods (or tried to) to the police.
The worst that can happen is that JL collect. The best is you end up with a coffee maker, free and clear, you can use or sell, and your butt is covered. Either way, you've acted reasonably and honestly.