[mothered]

Unfortunately, I do not know how they pick up the courier packages.  Do they ask to sign any documents. 

If you're planning to DNA It, your only concern Is claiming you didn't personally receive the package.

If an OTP Is not required, the DNA has an extremely high success rate.

If Amazon starts an investigation, then this company will of course be on their side. 

It has no Impact on the claim.

The company's support, doesn't change the fact that you didn't receive your package - that's what you should be purely focusing on.

Is there a chance they will call forwarding service?

When an external Investigation Is opened (DNA-wise), they'll liaise and cross-check the tracking/GPS records with every entity Involved In the shipment, as well as the receiver's verification details, If any.

If you're not comfortable with the DNA, the wrong Item received or the sealed box method are well-suited.