Open a Return Request for an ITEM NOT AS DESCRIBED, missing items for the first order. Seller will pay for the return, if he wants it back, and/or refund. If no response by the fourth day, go back and ask ebay to step in. Do not close or let the case expire without doing this, if not resolved.
For the second order, if tracking shows it was delivered to your address, but wasn't, call or visit the carrier with the tracking number and insist they track down where the package was actually left, which they can do with scans and GPS.
If delivered to a wrong address they will try to retrieve it. Also watch the tracking for a scan it got turned in or returned to the seller. If the address on the label is not yours, then you need documentation from the carrier to that effect to show ebay when you appeal the case.
If it shows it was delivered to your address and is now stolen or missing, it is a matter for a local police report and your insurance company. Neither ebay or the seller can help further.
