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So i basically order it and simply tell them i didnt receive the order? Simple as that?

No worries. Yes, DNA is the most optimal method for your choice of item and considering Amazon's relaxed nature. It's more logical than EB, and a lot less tedious than Sealed Box or Wrong Item Received. Obviously, make yourself appear more like a genuine customer, which I'm sure you would have some experience with since you have done some 'returns' before. As long as your account is in good standing (you have some past orders, and a low amount of previous SE's or even legit returns) it should be relatively seamless. Exactly as you said, just state that you are still waiting for the package even though it has been marked as delivered. They may ask you to wait a few days just in case it shows up. Don't worry about going over the top and providing more details than asked for