[riz777]

Within the email it said I should check with my neighbours, hidden spots etc

That's good news.

As It stands, they're definitely under the Impression that you haven't received It, and they have no clue on Its whereabouts - hence asking you to check with the neighbours etc.

Anyone know what to expect from there?

They've opened an Investigation, however there's no evidence (at this stage) to decline your claim. If there was, they would've done so already.

Contact them on the 19th saying you still haven't received It.

Thanks for your help, I contacted them again today to put more pressure onto them and make it seem more legit I guess.
I'll let you know how it goes.