[Jaccmcmcnn]

I told them that the pen was missing not specifically from the case, and was asked to confirm that I received an empty box and they I need to also confirm my address so that they can send a replacement. Should I go ahead with the meb or just tell them it was an eb.

Changing your story may ruin the SE, so given they've offered a replacement, stick to that approach.

Sorry, a detail that I left out is that I have not yet mentioned that the pen was not in the case, just stating that I did not receive the pen, so they have assumed that I have received neither.

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Is this a NZ company / manufacturer?

Pretty sure that it is Australian based after having a look at their website.