If the item is not in your Purchase History on your eBay account, then you probably purchased it as a ' Guest Purchase'.
The link below, explains how to receive a refund for item not received, but be aware if the seller has tracking o show delivery it will close in their favour, no need to refund.
Unfortunately, we hear many items being left for all to see on doorsteps etc. being stolen. Have you asked neighbours? They may have received it. Royal Mail delivery? Ask the postie they may have left it in a safe place still hidden.