UPDATE: so my car was definitely sitting in MA and definitely had to be moved to NY for me take delivery. I worked with some very helpful people at the Mt. Kisco location throughout the day on Friday, they arranged to have my car shipped to the Mt. Kisco location and it actually arrived there yesterday (Saturday). They gave me a delivery appt for today (Sunday) so that we don't have to take any time off to pick it up. So, with ANY luck, I'll have my car about 8 hours from now, a few days earlier than I even expected!
Moral of the story: CT people, call early to make sure you car gets shipped directly to a non-MA location! I was nervous that they would have sold my car to someone else that could take delivery in MA, but I lucked out because my VIN is still unchanged from a week ago.