Keep the receipt. Everything about this question is decided by whether you can show the parcel left your hands.
What to keep
The posting receipt, with the tracking number on it.
A photograph of the packed parcel, label visible, before you hand it over.
The counter receipt or the pickup confirmation.
That is two minutes at the counter and it is the difference between a straightforward case and your word against theirs.
Why it matters so much
A return is the one leg of the journey where you are the sender. On the way out, the store booked the courier and carries the problem. On the way back, you posted it.
So if it vanishes and nothing shows it was sent, there is very little to decide the case on. With tracking, there is.
If it is lost with tracking
Raise it from the order and attach the tracking.
A parcel scanned into the network and never delivered is a courier failure, not a buyer failure, and that is how it is treated. The money for the order is still inside the system while it is decided. How refunds work
If the store says it never arrived
Check the tracking first, before replying. Returns sit in depots and get signed for by someone else more often than people expect.
Then send what you have. A scan showing delivery to their address usually ends it in one message.
Use the method the store asked for
If the store specified how to send it back, use that. A return posted by a cheaper, untracked service against their instructions is a weaker case, and it is the commonest way this goes wrong.
Untracked post is a false economy on anything worth returning. Who pays return shipping?
Pack it properly
A return damaged on the way back can be refused or reduced — and that is reasonable, because an item that arrives broken is not the item that was sent to you.
Use the original packaging if you still have it. Do I need the original box?
For sellers
Say in your return conditions how you want it sent, and keep it simple. A clear instruction makes this case decidable; silence makes it an argument. How to set your return policy
More: how returns work, who pays return shipping, the courier damaged my parcel.