Keep it simple.
All you need to tell them is that you have not received your parcel. Nothing else.
It happened to me last Christmas time.
I received an email to say my parcel had been delivered. I went outside, checked front and back steps, nothing there.
Contacted Amazon, told them I hadn't received my parcel. The guy said it's marked as having been delivered. I said It hasn't and I've been in all day.
He said would you mind waiting one more day, if it hasn't been delivered by this time tomorrow contact us again.
Next day I contacted them again and they resent the items.
It matters not what happened to it, whether the driver stole it, aliens abducted it, or Paul Daniels made it disappear, the only thing that matters is that you did not get it.
A week later the missing parcel turned up, I contacted Amazon again and told them. They said to keep it with their compliments.