Lost item “there’s nothing we can do about it.”

A parcel with an important document was sent from PEP Southgate mall to PEP Somerset crossing which was then rerouted to PEP in Cape Town Somerset Street. This was last month. For the past 2 weeks the parcel has been at the Belville hub and everyday it’s “out for delivery” . Today it has been declared lost and we’re being told there’s nothing they can do about it…?? Do I go to the police ?