I had this same problem on the other end of things. UPS truck pulled up out front with my package, package is scanned as "left at front door", walks out with a couple packages for my neighbors, goes back to the truck and just drives off (and no, I checked, it wasn't one of the packages he left for the neighbor). It appears that the driver decided to save some time and scan packages on the truck as delivered before getting out and then forgot to actually deliver it once he got back on the truck from the neighbor's house. Either UPS doesn't have an easy way to undo erroneous delivery notifications or the driver just decided to dispose of the package when he realized what happened and had a leftover package, either way, they never attempted to deliver the package again.
As far as Amazon was considered, the package was delivered and the only option was to return it. There's tons of options for problems with a package, but nothing for "UPS stole my package". I guess they want to make it harder for people to claim that a package was stolen but I can't see why they would go so far to hide that given how prominent actual package theft is. Eventually after going through Amazon's support chat one of the responses was just a generic refund without returning the product but in the end I think that just took that money straight from the vendor for a package that UPS lost/disposed of because of a driver cutting corners to save time.