Who files for a lost package

I’ve had one package sent out get lost in transit and the person opened a case with Depop and I was out of town so I just refunded because I figured I would either get it back or file insurance. The package was never delivered or found and when I filed insurance they denied me (the seller) with no specific reason despite having the sales receipts to show my loss. I have another package not updating now currently and the buyer has sent me several messages (I was scanned at the post office the 13th) and I just want to prepare ahead incase it is lost also.

I understand we had the holiday and I’m in Ohio which has had bad weather and the shipping even has an alert weather is causing delays but the buyer keeps messaging me and frankly it’s stressing me out. I went to the post office in 4 degree weather to ask them to look for it and they showed me papers it had left the building and went to Cincinnati and that’s the last update, they said Cincinnati is notoriously slow and unorganized. I filed a claim yesterday to usps to locate the package and buyer asked me for an update less than 24 hours later.

At what point is it not rude to say, you’re just going to have to be patient and if it comes down to being lost who files because I have not had success recovering funds in the past