I would never expect from a delivery company with a tracking number and tracked details to still your parcel but it still happens.
We figured it out how the delivery drivers from DPD does it as it happened to me and my colleagues.
They drive to your location they scan they take the parcel from the van, they scan the parcel and then they put it back to the van. Then they sign with your initials/ some initials or your name and the parcel is gone.
You make a claim with DPD they make an investigation and they track the driver to your ADDRESS so your claim is lost as they "delivered" and tehy do not take into consideration the fact that you might have cameras around.
This is how DPD drivers are stealing your parcel and your nightmare starts.