Amazon tracking showing item returned to us but we have not received it yet.

My order was marked as undelivered and after 17 days the tracking shows that the order was returned to us but we have not received the package yet. I filled a safe t claim for this but it was denied by amazon stating that the tracking information states the item was returned to us. What do I do here ? How to prove that I have not received this package ? Any help will be greatly appreciated.