[Jail_Bird]

I would only add to prevent your sister from showing up around your house if possible, if he sees her, he will know he handed it over to her
The police report is only required for most of the companies to finish the given matter. They will ask you to fill in order id, company ordered from, contents however I can't imagine the DHL guy filling it up instead of you if they don't know what have you actually ordered. Before doing any actions, I'd recommend to wait for @mothered if they find time to make a reply to you - I don't want to give wrong advice although according to my experience this is very normal situation except of them being super annoying and very disrespectful.