You need to open a return case.
Choose the reason 'items missing'.
If you open an 'item not received' claim, as you have realised, the seller will have proof of delivery and you would lose the case.
Open a return request
To request a return, select the item you want to send back from your recent purchases above, or use the button below. You can also start a return request from your Purchases in My eBay.
Start a return - opens in new window or tab
"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)