[Alz007]

One last thing just to be sure: do I specify that I know the package is marked as delivered hence my call or do I totally pretend I don't know anything about it and just say I still haven't received the package (And I would say I haven't seen the email from the carrier asking for my opinion on the delivery afterwards when the rep will tell me about it)?

As said:

Simply say you haven't received your package and leave It at that.

I contacted them, I had to fill out a paperwork and they are going to request an investigation with the carrier. I'll let you know what happens. Is it possible for the carrier to request a police report themselves or is it just the seller requesting one?