[Kikibosum]

The service gave an answer (the same one). I called back and the person on the other end of the line told me to go directly to the carrier and have them investigate

Zalando should be the one opening an external Investigation with the carrier.

so I would get a paper or email saying the package is lost

If that can be obtained, by all means contact the carrier.

The question Is, will they provide It?

I contacted them and they said they would get back to me as soon as possible with proof of delivery (none I hope)