WOW!! This is by far one of the most interesting ebay stories I have ever read. Nicole, I am so sorry that this has happened to you!! I have faith that the truth will prevail in the end and all of your effort will be worth it. The seller may learn she can't scam after this failed attempt. She is definitely shady...the fake bracelet, the low shipping weight, the "follow up" message that failed to mention that she received it back and the lie to AMEX that the envelope arrived empty.
I do see some posters saying that the seller (while in this case definitely a scammer) should have purchased insurance. Insurance for the seller would not have worked in this case, unless it was a lenient insurance company. Insurance is to protect the seller, not the buyer. Once delivered, it is the buyer's responsibility and theft should be covered under their renter’s or homeowner’s policy.
I did have a buyer earlier this year claim a package was missing and it was marked as delivered. I told her I would try to file with my shipping insurance company and to my surprise, they allowed the claim and paid out. She was incredibly impatient and filed an ebay INR claim even though I explained very nicely that the only hope we had was her renter’s insurance or my shipping insurance, as they item was marked as delivered. When I won the ebay one, she filed one in paypal. I won that one and she filed a chargeback against me with her credit card. Technically I wasn’t responsible and I went above and beyond for her because I would want someone to do that for me, but she was very difficult to work with. It took a lot of effort on my part calling the post office, ebay, paypal, my insurance and my vendor for the item she ordered to try to get her another one. Ultimately I was upset with her because I really was trying to help from the very beginning and she just wouldn’t wait a few days to hear back from the insurance claim. I (professionally) let her know I was disappointed in how she handled her interaction with me and blocked her.