[mothered]

I already linked them their help page where it says to contact them regarding parcels that have been marked as delivered

That's precisely my point In my previous post.

I contacted them after a little while and they sent me this:

"According to the tracking information, your order was delivered on DATE. As you have not received the order, I am escalating this case to get you a refund for the order. We will get this checked with the delivery team and get back to you via email within 48 to 72 hours.

Thoughts?

Good, they've woken up to themselves and have continued assessing your claim.

They've opened an Investigation, so await their reply.