It looks as if you opened a case but it was closed.
Item not received cases can close for a variety of reasons:
The seller's tracking showed delivery
You left it too late - more than 30 days - to open a case
You opened a case in time but then let it lapse - cases where there is no activity for 21 days close.
So, you must try your payment provider and see if you can get a refund that way.
"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)