Amazon - Package not delivered

I have ordered an Amazon echo dot *rd generation from Amazon on **th Jun. I received a message that it was delivered on **th Jun although it was not delivered. I tried calling the delivery agent with the pin provided to me and no one picking the call from another end. I called the customer care they told to wait till **th Jun they said they are doing an investigation and asked me to wait till **th. I called again on **th. They are saying they did the investigation and it is showing delivered and no refund or replacement will be provided.
I asked about proof and nothing has been provided. When I asked about what investigation has made they are mentioning some GPRS tracking of the delivery agent and I have exampled how easily it can tamper. Now they are saying they can't do anything and they are asking me they do whatever I want.