I thought that Amazon covered stuff like that. I had an issue with a stolen package, and I swear that Amazon paid for it.
They do. They will replace or refund anything within a certain buffer after the shipment is due. But you can call USPS, UPS, FedEx, or whatever, and they will verify whether or not it went to the correct address. Did you know many times, the "Delivered" status is in error? Frequently. They jump the gun. They go "Yeah, I got this.", mark it as delivered, and then get overwhelmed or forget. 75% of the time, that's the issue and people get their stuff a little late. But it's easier to call and yell at Amazon than the United States Postal Service.
Amazon replaces items lost by shippers as a courtesy (To a point. Mysteriously not get your item a couple times and you will receive a request to do business elsewhere. So sorry. It's not you. It's us.). Once it's in the hands of a shipper, and especially if that shipper says the item is delivered, Amazon's hands are clean.
You don't eat at a restaurant, then get wasted at a bar, puke your drunken guts out, then go back to the restaurant and demand another meal because you lost yours.