If they do not pay you, then you can go to court but that will take longer than 20 days. You may speak to a supervisor at Western Union to discuss the situation.
If this answer is helpful, then please mark the helpful button. If this is the best answer, then please indicate it. Thanks. For further information you should see an attorney and discuss the matter completely. If you are in the New York City area, then you can reach me during normal business hours at 718 329 9500 or www.mynewyorkcitylawyer.com.
Ask the Western Union agent to provide you with written proof that the money was picked up, the name and photo identity of the person who picked it up. They must tell you the name of the person who allegedly picked up the funds. Was that person known to the receiver? Also ask the receiver for a written statement that she did not pick up the money. Let Western Union know that you can't wait 20 days and that a crime may have been committed (theft of your funds). Perhaps you should file a complaint with the police.