Unfortunately not always, I'm presuming you did have your return address on the back of the item? Then there's more chance of a return, but as said it's not a guarantee.
You can turn to the postal / courier service you used, for compensation for yourself for loss of an item.
Did you buy the postage through eBay? Then, your claim is with Packlink here:
You can open your claim here:
https://support-ebay.packlink.com/hc/en-gb/articles/360014270619#
You will need your Packlink reference number which you can find here:
https://delivery.ebay.co.uk/private/shipments/ready-to-purchase/
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