Firstly, ask the buyer to confirm the address.

Some buyers move house but forget to update the address in Ebay and believe it or not, they manage to check out with old postage details because they're not paying attention.

Secondly, your job is done. If an item gets lost in transit, then the responsibility falls on you. Once the item is marked as delivered, the onus falls to the buyer. Buyers need a safe place for packages and you are not responsible if a thief has come past and nabbed it.

If the buyer tries to open a case for "Not Delivered', then you can upload the tracking and it should close in your favour.

You can communicate a short note in a friendly way to the buyer and say that as the item is marked as delivered to the address on record, there's nothing more you can do. However, they need to check all around the property to make doubly sure. They also need to contact Aus Post and lodge a claim if necessary. However, if the item has been stolen, they need to file a police report.

Sometimes buyers who are intent on scamming you will make this claim, but won't open a case as they know they will lose. Not saying it's the case here, but it certainly does happen. Just have your red flag meter at the ready.