Punjab National Bank [PNB] — refund from amazon.in

I had ordered a pair of heels from amazon.in which i then returned and initiated a refund. Amazon.in notified me that the refund of rs.3, 999.00 had been initiated on october 19, 2015. However this amount never reflected in my bank account at punjab national bank, santacruz west branch. I visited the bank multiple times, but the officials refused to help saying they cannot do anything since they are not involved in the transaction.