Amazon India — Not refunding money even not received product

Address:	560086
Website:	www.amazon.in

Recently i ordered(Order#[protected] one of the item from Amazon India on 5th September 2016 even i paid online. On 7th September 2016 i received message that it has been delivered since till now i have not received the product.
I contacted the Amazon India customer service on 8th September 2016 and raised the complaint regarding this. They asked me to wait till 14th September.
In between i again contacted customer care of amazon, they asked me to contact ATS(Amazon Transportation Service care).
When i called them they told yes, they can see customer sign is not there for receiving the product. So escalated this issue for refunding the item amount(Rs. 1045).
Yesterday i received email saying that they can't refund money since item is delivered to me.
I am really fade up with this cheating with customer.