Purchase not received, 5 days ticket not answered

No they are normally quick with account issues. If valid.

The problem with using steam (which I have not had) is that if you do something on the steam side CCP cannot help you there until you are in game. I know I did do stuff via steam in the last 5 days and it worked fine.

I am also assuming that you are logging into EVE using your steam account details via the Steam icon in the EVE launcher. There has been people in the past that would buy stuff via steam and then throw a tantrum when they log into their normal eve account only find nothing.