sorry but thats how it works on cash on delivery you pay before you are allowed to open, if later anything is wrong or does not match or is missing you contact the seller and if they have a refund policy(check before buying) they would refund you back your amount, the shipping company blue ex in your case would never allow you to open before paying.
thats how Cash on delivery works in most parts of the world, and thats why being in pakistan i never order anything worth over 8-10k max on cash on delivery so that I can digest if something goes wrong.