Royal Mail special delivery - not signed

[Tar86]

Hello,
Recently, I have applied for first adult passport. I have sent the supporting documents (Naturalisation certificate + current and previous passports) on 24 Feb via Royal Mail special delivery guranteed by 1pm. However, since then it was showing the documents sitting in Warrington Mail Centre. I called Royal Mail multiple times on 25th and 26th February. All the operator confirmed that the parcel was delivered but not been signed as it was delivered to PO BOX and also due to vast amount of deliveries.
Now, it's been nearly 11 days, I haven't recieved any email/text from Passport that they have recieved my supporting documents. So I called Royal Mail again today and they said, it seems your parcel may have gone missing!! you need to fill a claim form to initiate an investigation.!!

Now, my question to this forum is, have anyone face this kind of situation recently from Royal Mail?
If they lost my documents, then what will be my course of action to get a replacement naturalisation certificate?

Thanks and regards!