Amazon - Wrong Product Delivered And Now After Receiving The Return They Say That They Will Not Send Me The P

I ordered nike men flex running shoes, when i received the product, it was a different nike shoes in the box, they were not the one i ordered, i requested for a return, the pick up agent came and verifies that yes it is a different product in the box and takes it back, now after ** days Amazon says that they did not receive anything in the return box and hence will not issue my refund and nor the product i sent back through the pick up agent. My point is when the pick up agent picks up the product by verifying it, how is it possible that the fulfillment center receives the empty box, and if they received the empty box that means the pick up agent must have taken the product out of the box and kept something else. This is a huge fraud by amazon where they clear say that they will not give me my product and nor the refund.