BAD FRUSTRATING SERVICE

I bought clothes from Shein. The delivery guy claimed he delivered but never did. I was advised to call and request a claim form to which I have not received. I have gone from pillar to post trying to only get a claim form to complete. I have requested proof of the person who picked up my delivery as they must sign but that also cannot be produced. I have spoken to the manager who also hasn't assisted me. This is really frustrating