Upsate say "In transit in/at mailbox express mail" It's not in or at my mailbox, where is it?

Hello, I ordered a SHEIN package (N°6A21592538375) which is marked as being delivered on July 31, I went to check my mailbox the next day but I did not find any package. I decided to ask Colissimo who confirmed that the letter carrier had put the package in the mailbox, and as I did not receive it they directed me to the carrier. We suspect that someone is stealing the packages in our building thanks to a key that opens each mailbox, but we don't know who it is. What am I supposed to do because I did not receive this package?

I've looked on my email at the tracking and it came up has delivered but it has not ive tried contacting sender and they say it's been delivered to the mailbox but which mailbox did you send it too my tracking number is AM348023437CN could you please find out where my parcel is and which mailbox you sent it too has this is an important parcel thank you