Amazon.com.be refuses to refund item that was never delivered

I ordered an ssd that was never delivered to me, while the delivery service (colis prive) marked it as delivered). The customer service told me to contact the police to file a police report for theft before they can help me further. The police at first refused to file a report, sending me back with a notice each time, but finally I was able to get a report filed. When I contacted Amazon again about this, they told me it's past the deadline and they can't help me.

Did this happen to someone else? Are there legal ways to get my money back, without paying more in legal fees?