DPD Prime refused delivery

Is there any one who can help or had any kind of such experience?
Some of our refused Prime DPD parcels are returning and getting delivered to an Amazon address in London (60 Holborn Viaduct, Holborn, London EC1A 2FD). where they should come back to us.
I spoke to DPD why you have delivered our refused delivery to this address they say this is where the account is held on Amazon name so you need to contact Amazon to change this return address.
As we all know there is no one can help in Amazon. We already lost some parcels due to this issue and they never came to us. Once we contacted Amazon about this (Just as a hope) but same thing they do not even know what we are asking about and received reply ‘‘Amazon only works as a bridge between seller and DPD so any issue you need to speak to DPD’’. DPD says the prime account is on Amazon name so you need to speak to Amazon…