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Based on personal experience and knowledge, I have pieced together a Nike refund guide that I believe is decent enough and wanted to share my knowledge.
COMMON STUFF:
ALWAYS skip the investigation. You can get easy instant refunds, but refuse the investigation, in call you can do it as many times you want but in chat you can do it once since they can see previous chats. Remember to not give up and avoid investigation at all cost. Once they confirm the refund, you can chill, you'll get it in some working days, and will get the confirmation of refund as email and the "Return completed" status on the order. If they start an investigation and you don't have the balls to refuse simply cancel it saying you found the package and don't wanna waste their time.
Now let's get to the methods:
1. DNA
I believe DNA to be the best Nike method, but you have to keep several stuff in mind:
The common stuff are very important, and since it's very rep dependant, just switch rep till they refund. I suggest getting shoes which will go OOS (out of stock) as they won't offer replacement but directly refund.
Just claim you didn't receive, that you asked neighbors and all that.
2. EB
EB is the same as DNA, although I believe DNA to be better in terms of success:
EB is rep dependant, but investigation might go wrong since they might cross check pack weight.
To claim empty box, say:
The box was sealed and doesn't look tampered, but there was nothing in it.
As I said only do this if order is signed by an authorized receiver.
3. PEB
PEB (Partial Empty Box) has higher chances than EB, and I think higher than DNA as well. Order say 5 items, 3 10 euro stuff and 2 200 euro stuff for example and just claim the 2 items were not in it.
Investigation can be risky, but reps might insta refund in a chill way.
Those are the best methods I found, if there's any question just ask.