Package not received but supposedly "delivered"

Hello,

I ordered a guitar worth €500 from a well-known sound/instrument sales website. After two weeks without receiving anything, I called them, and they said they didn’t understand the issue and that they would call the carrier to find out what was going on, as the package seemed to be stuck with them.
They called me back the next day, telling me not to worry and that the carrier was supposed to come that day. By 4 PM, still nothing, I tried to reach customer service but had no luck. The next day, to my dismay, I read on my account on their site that the package had been delivered. I called them again, and they told me that I must have received it since I signed for it, which is FALSE; I didn’t sign anything at all!!! I sent them a photocopy of my passport with my signature for comparison, and since then, no response. I’m really frustrated and don't know what to do to get my money back. Does anyone have any ideas?