Once you get that delivered scan you are fine, that is the end of your portion of the transaction. You are no longer responsible if the buyer never actually received it. What you need to do is write a kindly worded message to your buyer telling them to contact their own main postal office and inquire there. They should also check with neighbors in case the package was mis delivered next door, or a kind neighbor took it in for them. That is all you can do but be respectful and kind to your buyer as they are out their money.
I had this same thing happen with a package I shipped to Italy using eBay's Int'l shipping program. That delivered scan was what helped me. If the buyer opens an item not received case, simply enter the tracking into the case and it will close on your behalf. Best of luck to you....
