[mothered]

Should I just say that I never received the item and ask for a refund or replacement?

I never have to sign anything, they'll just ring, I go downstairs and they hand me the package.

Also, I am in the UK, should I call them or live chat them?

The never received method (aka "DNA") Is predominantly carrier-based, so It can be used against just about any company. Given there Is not a requirement to sign for the package, the method Is certainly a good option.

As opposed to a phone call, the advantage of live chat Is that It's not an Instant response (user's tying speed differ), hence It allows a little extra time to think things through prior to replying.