Buyer not received item but courier says it's delivered

I sent an item via Hermes and it's been around 2 weeks, the buyer has emailed to ask where the item is , i checked with Hermes tracking and it says it was posted through the letter box on 10th May, I contacted Hermes they looked into it but have said the same, that it was delivered on 10th may.
Question is where do I stand now with the buyer? What do I do?
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As long as you sent it to the address the buyer has on file with either ebay or paypal you will win any case opened against you when you enter the tracking information.