[mothered]

After returning the item, they've told me they can't process a refund or anything as per their policy which states that they aren't liable for loss or damage after delivery

You've claimed the pen was missing from the box, which Is a manufacturer error and not an Incident that happened during or after the delivery.

On such grounds, tell them that their reply Is Irrelevant to your claim.

and they've remained adamant even after I told them they've already offered a replacement.

Do you have a record of that conversation?

What should I do?

As per the first quote.