There has been a lot of this during these launches unfortunately. I had my Xbox X stolen within the Royal Mail network along with a lot of others, and I've heard of problems with Amazon too.
I thought that Amazon had implemented this six-digit PIN system to stop this after so many Xboxes went missing. They send the customer a PIN which has to be entered on the delivery driver's phone before the item can be marked as delivered. That would seem a good idea.
I hope you get it sorted out. Amazon are normally quite good at getting refund out at least - Game haven't even responded to any emails about mine 9 days later!
no idea about the 6 digit pin or anything, the update just says handed to resident.