UPDATE : Monday morning here and I've managed to get a screenshot of the buyer's signature on delivery (yes, the actual buyer signed, not someone else in the household) and confirmation according to GPS tracking that the parcel was delivered to the correct address. I've updated the case with signature screenshot and information I received from the PO. The PO has opened a case.
Unfortunately I don't think that I initially followed procedure properly according to the advice from
@BeenBurned. Despite this I hope that I can get out of the woods on this one because the buyer has definitely attempted a scam and I really, really don't want her to get away with it. Grrrr
Thanks for help and support !!