Shadowfax — Return not processed

My zivame order with 3 products was picked up by the shadow fax courier person on 19th Jan but he has processed only one. Zivame says they got only one return and denies to refund for the other 2. When I got in touch with the pickup person he has no clear answer to where the other 2 items have gone. Feeling cheated by zivame for not doing any follow up and shadow fax for such a fraudulent activity .