[Ashitbag]

For future reference, I wouldn't go with the chat option. It almost always escalates to email. If you want a quick easy refund, call them. Takes much less time, and at least from my experience, it has a greater chance of success.

You think its possible to still get the DNA through? I can call them now and try for it. Or should I call it a fail and return the item

$300 is a little high for an instant refund, but you never know. I'd say give it a try, why not right? Usually, at least for me, $200 and below is an instant refund.
Just call them and let them know that you check all around your house and with neighbors, and no package was anywhere to be seen. Also mention you have cameras and you never saw anything dropped off.
Keep us updated with how it goes!

I got an insta-refund on some Alphafly IIs recently (over 300), but I altered my address and the package got lost for a while. I got the refund while the package was lost, but was able to contact the carrier and have it retrieved before it was returned to sender. Maybe I discovered a new method. It took longer than usual, but went OK other than taking about a month in total.