Check the tracking.
Is there a map or a GPS location? Does it show delivery to your address?
Have you looked around your property and checked with the neighbours?
If tracking shows delivery was clearly NOT to you, open an 'item not received' case.
"There are two ways to be fooled. One is to believe what isn't true; the other is to refuse to believe what is true.”
Søren Kierkegaard, Danish philosopher (1813 - 1855)