I had to go thru the background check a few months ago when getting my first gun. They ran the State Police 1st, and that was fine. But, the Feds put a flag on my application for some unknown reason. A few extra days and I was clear. The FFL dealer hadn't gotten a reason as to the delay. And I don't think the Feds want you calling them demanding a reason for the delay.
Then, a few weeks ago, when buying another gun, the gun shop decided to run my Fed check first (since I told them it hung me up last time). This time, the Feds cleared me no problem. So, I figured I'd take my gun home at that time. NOT! This time, the State Police flagged me!! I did get a reason though. The police had started with a new system between the last time and this time, and something in my past hadn't gotten the correct "acceptable" status in my records according to the new system, so they had to put a delay on mine. I was given a phone number to call to have someone figure out what was wrong. The woman I talked to was very apologetic and got to my "case" right away. Turns out, all I needed was a fax on letterhead from another State department stating the completion of a certain class. The police put that into their new system, and after that, all was fine. The State Police cleared me that night and I had my gun only after an extra day of waiting.
So, as long as you're not a felon or someone who can't legally purchase a firearm, the delay shouldn't be anything major, and should clear up in a few days. As far as getting reasons, it depends on which agency it is (Feds or State Police). The Delaware State Police were very friendly and helpful (and apologetic) about the delay. The Feds, well, they're another type of animal.