I'm 99% sure you're SOL with this order. They won't hold a figure until May. You could maybe push it into February by ordering another figure in February, but May is just a long time. And this is for ANOTHER figure, not the one you paid for. That one's done. The shipping shouldn't be that bad, they're small and light, aren't they? You'll maybe be losing like $5-6, assuming you went SAL.
The best thing to do from this moment going forward, and this is what I believe everyone in this thread does, is to simply click "Combine with Monthly Order" for every single item you buy. It'll automatically group items, delays will be moved to the next months orders, and you'll save on shipping most likely.
This means if you have two items, one on the 15th and one on the 28th, you won't get that 15th item until the 28th ships, but it's worth it.
In your case, though, yeah, I think you'll just have to eat the cost. I only have one figure in February. I maybe could ask them to combine it with March's order, but I've been a long time customer that's spent thousands with them.