You’re right. If you buy from an EU company, the sender is always responsible for the shipment. It’s not your fault. So no, I don’t think you should worry about losing your money. :-)
But you can’t claim a pass in Lisbon as Interrail is responsible, not the railway company in Portugal.
If it was up to me, I would buy a new pass and claim a refund for the other one.
@rvdborgt what do you think? 
Yes, you'll have to buy a new one. The sender is responsible as long as the delivery address is correct, so Eurail will have to refund any extra costs.
Unfortunately, You can't buy a paper Eurail pass at the Eurail aid offices in Portugal, according to this list.
Maybe you could search for a cheap bus, to get to the aid office in Madrid, Spain? Flixbus has several journeys a day, prices between €20-40.
Maybe you could search for a cheap bus, to get to the aid office in Madrid, Spain?
Do they sell Eurail passes there? The list doesn't say anything about that.
@Daniel Mellado Valdés @rvdborgt is right, maybe it’s better to double check the Spanish Railways by phone.
At least the list doesn’t say that they don’t sell them, like for the Portuguese aid centers.
Another option is to buy the mobile pass and request a refund of the extra costs (certainly if you bought a discounted pass).
