What shall i do??
When you don't receive an item or it is not as described you can use eBay's money back guarantee: https://pages.ebay.co.uk/ebay-money-back-guarantee/
Your question is rather confusing. Are the parcels from Temu anything to do with the eBay order?
What's important is the empty bag, which the seller says contained the phone. I think it can be assumed that the phone had fallen out or been stolen somewhere in transit - I doubt whether a thief would have waited to open it on your doorstep to see what it was!
The difference is very important, as eBay's money back guarantee doesn't cover items stolen from the doorstep after delivery, but it does cover "empty parcels" where the contents were lost in transit.
For this reason you must be VERY CAREFUL to open an "item not as described" case (because the bag arrived missing the described contents). Keep the empty bag as you may be asked to return it to the seller. Do not, not, not open an item not received case, as eBay will simply check the tracking record and close the case because the bag was delivered, even if empty.