Does this mean that the first literal two have been delivered?
Or does it mean the first two thousand have been delivered?
The statement is incredibly ambiguous due to ten thousand neither being a significantly large nor small number.
For instance -in my opinion-, the first two of 400, sounds more like 2 instead of 200. Whereas the first two of 3 million sounds far more like 2 million.
For this particular statement, it is far more probable that the "two" refers to 2000. As a word indicating the small amount -in comparison to the overall size-, such as "only" or "just" would be more likely used when referring to two units.
i.e. "Only the first two of ten thousand have been delivered". However even then, the statement still sounds ambigous
It is highly ambiguous.
Consider "3 to 4 hundred Dollars".
If I said that I had 3 to 4 hundred Dollars, I may be thinking that I had 3 or 4 bills in my wallet, each of $100 value. So 3 means 300 Dollars.
If I said that I get 3 to 400 customers daily, I may be thinking that I get 3 customers on bad days and 400 customers on good days. So 3 means 3 Dollars.
Similarly, for "The first two of ten thousand have been delivered".
If we were delivering 10 crates of chocolate packets, where each standard crate had 1000 chocolate packets, then "the first two" would mean "the first two crates" or "the first 2 thousand". So "The first two of ten thousand have been delivered" would indeed mean 2000.
If we were delivering emails (spammers!!!!) to 10000 recipients, and our software was printing the count as it goes along, it will show "0 of 10000", then "1 of 10000" then "2 of 10000". At this moment , we can indeed say "The first two of ten thousand have been delivered" to mean exactly 2.
Your case (the statement) is completely complicated. Here we can have both meanings. Either it could be two thousand out of ten thousand or it could also be just number two (2) out of ten thousand. But just two is only possible if we are talking about something precious thing, and the speaker and listener must know this small amount also matters.
If someone is talking about something precious then we can understand that two could be delivered as it has some value. However, if something is not precious and we know just two items don't make any difference and they don't make any change or sense, then we will understand it must be two thousand out of ten thousand because just two doesn't make any sense and in this case the listener also needs to confirm it again to make sure he has heard it perfectly fine.