You don't need to contact Ebay or the seller. You do need to open an 'item not received' case.
That will start the Ebay process although, if the seller has tracking proving delivery, you may not get a refund that way.
You can report an item not received using the button below:
Report item not received
"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)