Lost parcel

They said they lost my parcel about a month ago and that there's a lady handling my case that's supposed to call me but she never calls. And then she called on Wednesday telling me that they never received my parcel and the problem must be with the dropbox.

She also told me that the dropbox doesn't have an Insurance. Does that mean they won't pay back my parcel now that they lost it? If so, How's that even possible? Aren't they responsible for our parcels? Right now I'm so ****ed with Aramex I even regret using it from the beginning