A missing parcel is recoverable if the steps happen in the right order and before a deadline nobody reminds you about.
Add the confirmation interval, the handling time and the transit range. If the total has not elapsed, nothing is wrong yet and messaging now buys nothing. Most reports of a missing parcel are reports of an ordinary one.
Short, with the order reference, stating what was expected and asking a specific question with a date in it. One message, then a few days. Repeated messages do not accelerate anything and they read poorly if the exchange is later reviewed.
The automatic release timer is the thing that decides whether this is recoverable. A responsive vendor is reassuring and does not stop it. If the deadline is approaching and the parcel is not in your hands, open the dispute regardless of how the conversation is going.
It is a procedural step that pauses the timer, and it can be withdrawn if the parcel turns up the next day. Sellers who deal with volume understand this. Treating it as a hostile act is what causes people to wait past the point of no return.
Say so and withdraw. It costs nothing, it is the honest thing, and a vendor who saw you handle it that way is a vendor who deals with you fairly next time.
Every action here is reasonable on its own. Messaging is reasonable, waiting is reasonable, giving a seller the benefit of the doubt is reasonable. Doing them in the wrong order relative to a deadline is what converts a recoverable order into a loss, and the deadline is the only element that does not bend.
Not a refund. A message, a few days, and a parcel that turns up. The majority of missing packages are late packages, and the point of the process above is to keep the option to act while that resolves on its own.