Worst Online Service Ever

I ordered some items online. After been told shipping would be within 3-5 working days, I hadn't received my package 7 working days after I ordered. I contacted the support and was told I would get it by Friday. Friday came and went so I contacted them again, same promise same outcome, no package. A month later I requested a refund since I had not received the package. Again promised 3-5 days for refund, 2 weeks later no response from their support team any more. Should I now be taking this to the papers or police before I get any answers from them?