Lost parcel

I was waiting for a parcel to be delivered yesterday, when a random guy called me and told me that het just picked up my parcel on the pavement in the suburb next to mine. When I called Courier guy and they tried to track the parcel they told me that they were searching for it and couldn’t find it. Luckily they called the other guy and went to pick up the parcel. I wasn’t planning on picking it up by myself for safety reasons! But now this random guy is harassing me asking for money, he has my name, surname, number and address. NOT happy AT ALL. How can I take this further???? Courier guy is not answering my mails.