Good questions.
1. Yes, I would voice your concerns to the creators if they are super late. However, Kickstarter projects are usually late. A good creator will be in constant communication though.
2. You can ask for a refund, but it's really up to the creator if they give it. A good one should, but it's not always possible if they've already used the money to fund the creation of the orders and they just aren't ready yet.
I've put together more thoughts on this here:
http://www.crowdcrux.com/havent-receive ... er-reward/