Oriflame India - Package not delivered

Hi,
I had placed an order worth Rs **** with Oriflame India at Chennai. After placing the order I realized that the mobile number entered was wrong and even though I entered the right one it was not getting edited, so I immediately contacted their customer support to change the mobile number. They informed me that it is not possible.

Later I mailed them that I would like to cancel the order because I was not receiving it, but they responded saying that it has already been delivered. But I had not received the order. After enquiring with their customer support back and forth they have been bluffing that it has been delivered at * different addresses. But I didn't receive any call or parcel as yet and they are not providing a refund. They say it has been delivered to some security guard, but I have never given any such permission to do so. Kindly help.