My Returned Item cannot be traced

I placed two orders with Zando and were both delivered on the same day but at different times. The first order arrived and it was an incorrect size. I went to work and requested a return for it. When the second courier guy came to deliver the second parcel, he was given the first box for a return as my child heard me saying that it does not fit. This guy took the parcel without a waybill. When I heard this upon return from work I called the guy and he did not answer and I then sent him an sms to find out what would happen to the parcel as it does not have a waybill. He advised me that it was not an issue.

This was on the 21st of December and today is the 27th and Zando has not received my parcel and they advised me at their call centre that they can't assist me as they did not receive my parcel. I was given the name of the courier company called "Own Last Mile" which I cannot even find online to call.

The courier guy is not responding to my calls or sms and I don't even know what to do. I want to open a case of theft at the police station should my parcel be not tracked but I Zando cannot even give me a contact number for the courier company. How do you make business with a company that you do not have a contact number for.

Order number in question is ORDER # ********** 39 and it was taken by the guy who delivered Order Number: ********** 39 .

Can someone get back to me urgently.