We had this issue at work - lots of product samples being sent to us going AWOL.
I went in and threatened them with the Police, saying I would report them for theft if they didn't resolve within 24 hours. The sorting office manager said to me that Police involvement could shut the entire operation while it was investigated. "Exactly" was my reply. We got a call the next day to say they had "located" some parcels that had been mislaid.
I'd suggest you strongarm them, totally avoid their pathetic and slow complaints process. Just go straight in with the line that you think either the postman or someone in the sorting office is stealing your mail and they need to get back to you within a few days or you will call the police. No way should you wait the 4/5 weeks or whatever it is.