FBA customer says product not received and wants refund and proof of delivery

Hello,

Could someone please explain me how to handle the following situation:

Aug 20: Customer orders my FBA product.
Aug 21: Amazon ships the product.
Aug 22: Angry customers messages me saying she wants a full refund since the product was not delivered.

So I explain and refer to the Amazon website.

She says she can’t return the products since it’s not delivered and now asks for a proof of delivery.

How do I handle this?

Thank you very much.