Delhivery — Package lost by the Delhivery company

Website:

Delhivery.com

I just received a message that my package was lost in transit. It’s very strange because I sent 2 parcels at the same time for the same address, one was delivered one was lost. The value of my package is rs. 15000 but they refunded only shipping fees.
Shall I find a police/court complaint to get refunded the actual value they lost (stoled?) ? What is the process?
If the parcel can still be found, even though mentioned as lost please advise.
Thanks