It is difficult to contact a seller in any meaningful way when you buy as a guest - if you message them from a different account, they won't know who you are.
You can open an 'item not received' case, You need to find the email you received when you bought the item.
However, if the seller can prove delivery to the address you chose at checkout, you will lose your case.
Be proactive:
Check the tracking and contact the courier.
Look around your property and make sure the parcel is not in your garden, near the bins etc.
Call on neighbours to make sure they haven't got your package.
"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)