The proof that counts on eBay is the tracking record.
Assuming that you have the tracking number, check it on the Fedex web site. What is the recorded delivery status?
If it is tracked as delivered, start by checking all around the outside of your property, and with the neighbours.
If still unaccounted for, you have a problem. eBay treats a tracking record of delivered to your address as being successfully delivered. A signature is not required except for very high cost items. Unfortunately, items are often left on the doorstep, and stolen, which is not covered by eBay's money back guarantee.
They may also be delivered to the wrong address, but unless the tracking record actually records delivery to the wrong address this can be very difficult to prove. Other buyers tell us that eBay won't even take their word that the now almost universal doorstep photo isn't their own door! In some cases eBay has told the buyer to obtain a written admission by the courier that it was incorrectly delivered! If you're in this position, good luck!
If, however, the tracking record does not record successful delivery you will be able to open an item not received case under eBay's money back guarantee if the item is overdue for delivery.