What to do about expensive missing Amazon deliveries?

I've been using Amazon for many years and never had issues. Until this week, when I ordered a Sony camera worth £1400.

The item was marked as "delivered" yet I never received it. No signature, no photo proof, nothing, just a green tick on their system saying it was "handed to resident"

I did the usual, ask the neighbors, check the general area, nothing.

I contacted Amazon the same day the item didn't arrive, they required me to wait two working days before they would even talk to me, this spanned a weekend, so 4 days later I call back.

Now they acknowledge the item must have been stolen.

They say they will not issue a refund without a crime number, so I contact the local police (UK) with all the details.

They tell me they will not issue a crime number, since it is Amazon's responsibility to investigate.

I call back Amazon to explain, they won't budge without a crime number.

Now I'm stuck in a loop. No crime number, no refund.

£1400 out of pocket, no item. What else can I do? Issue a chargeback? Then my account will likely get banned.

Has anyone else been in this situation? What are my options?