A-Z claim is a mistake.

What does the tracking say on the order, does it say it was delivered?

I don't see the relevance of the phone number unless the courier had to contact the customer to arrange delivery.

If it was an A-Z the only way of winning these normally is to show the parcel as delivered and for the courier to have obtained the signature. Even with all that information you are not guaranteed to win an A-Z.

Have you tried asking the courier for help on this. It is unlikely to be stolen by the courier, if not delivered more likely lost or delayed. The courier maybe able to return the parcel to you if it has been delayed.