[mothered]

Messaged Nike support and told them I never received It and they said they would do a tracer up investigation, they mentioned local authorities which is probs a bs scare tactic. They said investigation would take 5-8 days.
They also said that DPD will go back and do an investigation which I doubt since i stay in a heavily populated city and they have loads of parcels to deliver.
What u think?

Under the circumstances, an Investigation Is expected.

They'll liaise with the carrier to see whether the package made Its way to the correct address- which Is pretty useless. There's a big difference with a package marked as delivered, to personally receiving It. Given It was left at reception and not at your premises, anything could've happened to It.

What did they specifically say about the local authorities?

It wasn't a detailed explanation on what they will do with the authorities but it was very brief and sounded more like a if it happens again we will pass your information on the type of thing. The investigation is still ongoing and im about to message on live chat and get an update.

The agent has said this "I've looked into this and can confirmed that the case was already escalated to our senior team and already under investigation. Just a heads up! Normally it takes 7-9 working days for escalation and investigation"

So far everything is going as expected but what do you think?

Thanks for providing the detailed Info.

It's a good sign that the Investigation has been escalated, namely because they have no evidence to decline your claim at this stage. If they did, they would've done It way before the first Investigation took place. As you've mentioned, get In touch with them to see where your claim stands.