[ThracianDecius]

It's a tricky one. If you want the money back, and you're still within the return window, tell Sephora you have found the package (make an excuse up), do FTID and open a bank chargeback. Give the tracking to the bank when they ask for it. They should 100% side with you if it shows delivered. Good luck.

Or just legit return.

You can do that or you can try to pressure Sephora. Send them a message saying you cannot believe what happened and want to speak to a higher manager. Also ask them to elaborate specifically on what grounds they denied your claim (the evidence they have to conclude that you personally received the package). It doesn't really matter what "evidence" they pull out of the bin because there's always ways to spin it. If it works then you're livin' la vida loca, if not then c'est la vie.

It's a useless gesture trying to dispute with them when they have already made their decision. They just will not budge