This happens, it is usually solvable, and the order below matters because the first four take ten minutes and resolve most cases.
Do these first
1. Check everywhere a parcel gets left. Behind a gate, with a watchman, at a neighbour's, in a mailroom, with the shop downstairs. Couriers in India very often hand a parcel to whoever is there.
2. Ask everyone at home. Someone signed for it more often than not.
3. Look at the tracking detail, not the headline. It frequently names who took it — a name, a relationship, sometimes a gate number. That single line answers most of these.
4. Call the courier with the number. They can tell you the delivery address used and who received it. If the address is wrong, that is the answer and it changes what happens next.
Then tell the seller
Message them from the order with what you have found: when tracking says it was delivered, that it is not with you or your neighbours, and what the courier told you.
The seller is not the person who lost it, but they are the person who booked the courier and they can open a claim you cannot.
Then raise it
If it is not resolved, raise it from the order. Metzee decides a dispute within 48 hours of it being opened, so this is not an open-ended wait.
Attach what you have: the tracking detail, what the courier said, and the date. Specific beats indignant — a dispute reads as a record, and the record is what decides it.
The time limit
Do not sit on this for a month. Raise it while the courier still has records and the seller still remembers the parcel — within a few days of the delivery date, not weeks.
What protects you
Buyer protection covers an item that does not arrive. A tracking mark saying "delivered" is evidence, not a verdict — if it was not delivered to you, the mark being there does not end the matter.
What does not help
Waiting another week to see if it turns up. It costs you the courier's records.
Opening a dispute as the first step. Four of the six things above take minutes and resolve it without one, and a dispute opened before you have checked with the watchman is a dispute you may have to withdraw.
More: what if my item never arrives, how to raise an issue, how buyer protection works.